| Publication | Date of Publication | Type |
|---|
Generalizing Stein's lemma
Comptes Rendus Mathématiques de l'Académie des Sciences | 2024-09-09 | Paper |
A solution to the multidimensionality in option pricing
Communications in Statistics. Theory and Methods | 2024-05-17 | Paper |
The price of the Bermudan option: A simple, explicit formula
Communications in Statistics: Theory and Methods | 2023-06-27 | Paper |
A new parametric method of estimating the joint probability density: revisited
Physica A | 2022-08-05 | Paper |
Pricing the American options using the Black-Scholes pricing formula
Physica A | 2022-06-30 | Paper |
Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method
Econometric Reviews | 2022-06-07 | Paper |
Pricing the American options: a closed-form, simple formula
Physica A | 2022-05-23 | Paper |
Quantized noncommutative Riemann manifolds and stochastic processes : the theoretical foundations of the square root of Brownian motion
Physica A | 2022-01-20 | Paper |
Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods
Physica A | 2022-01-17 | Paper |
Empirical comparative statics under price and output uncertainty
Journal of Applied Statistics | 2020-09-28 | Paper |
| scientific article; zbMATH DE number 7029277 (Why is no real title available?) | 2019-02-25 | Paper |
A new parametric method of estimating the joint probability density
Physica A | 2018-11-13 | Paper |
Novel and simple non-parametric methods of estimating the joint and marginal densities
Physica A | 2018-11-13 | Paper |
| scientific article; zbMATH DE number 6976394 (Why is no real title available?) | 2018-11-12 | Paper |
| scientific article; zbMATH DE number 6847613 (Why is no real title available?) | 2018-03-07 | Paper |
A note on a new approach to both price and volatility jumps: an application to the portfolio model
The ANZIAM Journal | 2017-10-17 | Paper |
Input Demand Under Joint Energy and Output Prices Uncertainties
Asia-Pacific Journal of Operational Research | 2017-09-22 | Paper |
A note on the theory of the firm under multiple uncertainties
European Journal of Operational Research | 2016-10-07 | Paper |
| New stochastic calculus | 2015-03-17 | Paper |
New stochastic calculus
(available as arXiv preprint) | 2015-03-17 | Paper |
| scientific article; zbMATH DE number 6404118 (Why is no real title available?) | 2015-02-16 | Paper |
Taylor's series for non-differentiable functions
Mathematical Economics Letters | 2015-01-15 | Paper |
Forward dynamic utility functions: a new model and new results
European Journal of Operational Research | 2014-07-27 | Paper |
A Very Simple Solution to Non-linear Partial Differential Equations
Mathematical Economics Letters | 2014-05-26 | Paper |
New solutions to non-smooth PDEs
The Australian Journal of Mathematical Analysis and Applications | 2013-11-06 | Paper |
New solutions to non-smooth PDEs
The Australian Journal of Mathematical Analysis and Applications | 2013-11-06 | Paper |
| scientific article; zbMATH DE number 6139738 (Why is no real title available?) | 2013-02-28 | Paper |
A new approach to stochastic optimization
Journal of Optimization Theory and Applications | 2013-02-14 | Paper |
Hedging and production decisions under unvertainty: a survey
(available as arXiv preprint) | 2012-12-08 | Paper |
| scientific article; zbMATH DE number 6114466 (Why is no real title available?) | 2012-12-08 | Paper |
A new stopping time model: a solution to a free-boundary problem
Journal of Optimization Theory and Applications | 2012-04-27 | Paper |
Hedging decisions with price and output uncertainty
Annals of Finance | 2012-03-06 | Paper |
New solutions to nonlinear ordinary differential equations
Advances in Pure Mathematics | 2011-11-17 | Paper |
| scientific article; zbMATH DE number 5802309 (Why is no real title available?) | 2010-10-19 | Paper |
Preferences estimation without approximation
European Journal of Operational Research | 2010-09-09 | Paper |
A new stochastic factor model: general explicit solutions
Applied Mathematics Letters | 2010-02-12 | Paper |
Production decisions under joint price and production uncertainty
European Journal of Operational Research | 2009-04-08 | Paper |
Estimation and econometric tests under price and output uncertainties
Applied Stochastic Models in Business and Industry | 2009-02-28 | Paper |
Recent applications of theory of the firm under uncertainty
European Journal of Operational Research | 2007-11-23 | Paper |
