| Publication | Date of Publication | Type |
|---|
| Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter | 2024-09-06 | Paper |
| Multivariate random fields evolving temporally over hyperbolic spaces | 2024-06-17 | Paper |
| The Wishart distribution on symmetric cones | 2024-03-22 | Paper |
| An improved asymptotics of implied volatility in the gatheral model | 2024-03-16 | Paper |
| Testing cubature formulae on Wiener space versus explicit pricing formulae | 2024-03-16 | Paper |
| Connections between the extreme points for Vandermonde determinants and minimizing risk measure in financial mathematics | 2024-03-16 | Paper |
| Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones | 2024-03-16 | Paper |
| Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index | 2023-10-12 | Paper |
| Elastodynamic problem on tensor random fields with fractal and Hurst effects | 2023-08-09 | Paper |
| Approximation of fractional integrals of H¨older functions | 2023-07-10 | Paper |
| Tensor- and spinor-valued random fields with applications to continuum physics and cosmology | 2023-01-09 | Paper |
| On spectral theory of random fields in the ball | 2022-11-17 | Paper |
| A deep look into the dagum family of isotropic covariance functions | 2022-11-14 | Paper |
| Polyadic random fields | 2022-09-21 | Paper |
| Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives | 2022-04-22 | Paper |
| An algebraic method for pricing financial instruments on post-crisis market | 2021-09-08 | Paper |
| Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities | 2021-09-08 | Paper |
| On Spectral Theory of Random Fields in the Ball | 2021-07-28 | Paper |
| Random Fields of Piezoelectricity and Piezomagnetism | 2020-12-03 | Paper |
| Time-varying isotropic vector random fields on compact two-point homogeneous spaces | 2020-02-18 | Paper |
| RVE problem: mathematical aspects and related stochastic mechanics | 2020-02-11 | Paper |
| Fractal planetary rings: Energy inequalities and random field model | 2019-11-05 | Paper |
| Random fields related to the symmetry classes of second-order symmetric tensors | 2019-10-17 | Paper |
| Dmitrii S. Silvestrov | 2019-10-17 | Paper |
| Spectral expansions of random sections of homogeneous vector bundles | 2019-03-05 | Paper |
| Tensor-Valued Random Fields for Continuum Physics | 2018-11-21 | Paper |
| Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities | 2018-04-11 | Paper |
| Numerical studies on asymptotics of European option under multiscale stochastic volatility | 2018-02-02 | Paper |
| Matérn class tensor-valued random fields and beyond | 2017-11-09 | Paper |
| A random field formulation of Hooke's law in all elasticity classes | 2017-08-10 | Paper |
| Pricing European Options Under Stochastic Volatilities Models | 2017-02-17 | Paper |
| Spectral Expansion of Three-Dimensional Elasticity Tensor Random Fields | 2017-02-17 | Paper |
| Sensitivity Analysis of Catastrophe Bond Price Under the Hull–White Interest Rate Model | 2017-02-17 | Paper |
| Spectral expansions of homogeneous and isotropic tensor-valued random fields | 2016-10-14 | Paper |
| Tensor random fields in conductivity and classical or microcontinuum theories | 2015-10-09 | Paper |
| Spectral expansions of homogeneous and isotropic tensor-valued random fields | 2014-08-08 | Paper |
| Spectral expansions of cosmological fields | 2013-04-20 | Paper |
| Invariant random fields in vector bundles and application to cosmology | 2013-03-26 | Paper |
| Invariant Random Fields on Spaces with a Group Action | 2012-10-05 | Paper |
| A Family of Series Representations of the Multiparameter Fractional Brownian Motion | 2012-08-24 | Paper |
| The analytical finance package | 2009-02-28 | Paper |
| Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations | 2009-02-28 | Paper |
| Adapted Downhill Simplex Method for Pricing Convertible Bonds | 2009-02-28 | Paper |
| An optimal series expansion of the multiparameter fractional Brownian motion | 2008-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430696 | 2007-12-16 | Paper |
| Functional limit theorems for multiparameter fractional Brownian motion | 2007-02-14 | Paper |
| Abelian and Tauberian theorems for random fields on two-point homogeneous spaces | 2006-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677229 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4538814 | 2002-07-03 | Paper |
| OptAn - a pilot program system for analysis of options | 2001-09-16 | Paper |
| Koch snowflake and its analytical definition | 2001-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4508871 | 2001-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940258 | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940250 | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4705235 | 1999-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4258793 | 1999-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4231356 | 1999-03-14 | Paper |
| Multidimensional covariant random fields on commutative locally compact groups | 1994-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3490681 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3477731 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3766590 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3766589 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3697999 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3736639 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3715976 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945316 | 1981-01-01 | Paper |
| Properties of Shannon and R\'{e}nyi entropies of the Poisson distribution as the functions of intensity parameter | N/A | Paper |
