| Publication | Date of Publication | Type |
|---|
| Analytical Pricing of 2 Factor Structural PDE model for a Puttable Bond with Credit Risk | 2022-03-10 | Paper |
| General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations | 2022-03-10 | Paper |
| Explicit representation of Green's function for linear fractional differential operator with variable coefficients | 2021-12-14 | Paper |
Explicit representation of Green's function for linear fractional differential operator with variable coefficients
(available as arXiv preprint) | 2021-12-14 | Paper |
Diffusion equations with general nonlocal time and space derivatives
Computers & Mathematics with Applications | 2020-10-07 | Paper |
| A comprehensive unified model of structural and reduced form type for defaultable fixed income bonds | 2019-01-25 | Paper |
A comprehensive unified model of structural and reduced form type for defaultable fixed income bonds
(available as arXiv preprint) | 2019-01-25 | Paper |
| Higher order binaries with time dependent coefficients and two factors-model for defaultable bond with discrete default information | 2017-09-26 | Paper |
Higher order binaries with time dependent coefficients and two factors-model for defaultable bond with discrete default information
(available as arXiv preprint) | 2017-09-26 | Paper |
| Higher order binary options and multiple-expiry exotics | 2017-09-22 | Paper |
Higher order binary options and multiple-expiry exotics
(available as arXiv preprint) | 2017-09-22 | Paper |
| Integrals of higher binary options and defaultable bonds with discrete default information | 2017-09-22 | Paper |
Integrals of higher binary options and defaultable bonds with discrete default information
(available as arXiv preprint) | 2017-09-22 | Paper |
| Pricing corporate defaultable bond using declared firm value | 2017-09-22 | Paper |
Pricing corporate defaultable bond using declared firm value
(available as arXiv preprint) | 2017-09-22 | Paper |
Construction of fractal surfaces by recurrent fractal interpolation curves
Chaos, Solitons and Fractals | 2016-11-14 | Paper |
| Cauchy type problems of linear Riemann-Liouville fractional differential equations with variable coefficients | 2016-07-29 | Paper |
CONSTRUCTION OF RECURRENT FRACTAL INTERPOLATION SURFACES WITH FUNCTION SCALING FACTORS AND ESTIMATION OF BOX-COUNTING DIMENSION ON RECTANGULAR GRIDS
Fractals | 2016-07-05 | Paper |
General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs
Journal of Differential Equations | 2015-12-18 | Paper |
Operational method for solving multi-term fractional differential equations with the generalized fractional derivatives
Fractional Calculus \ Applied Analysis | 2015-05-27 | Paper |
Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models
Journal of Mathematical Analysis and Applications | 2014-08-29 | Paper |
| A construction of fractal surfaces with function scaling factors on a rectangular grid | 2014-04-03 | Paper |
| Approximate model checking of real-time systems for linear duration invariants | 2014-02-11 | Paper |
| Conditions for Bifurcations in a Non-Autonomous Scalar Differential Equation | 2013-11-07 | Paper |
| The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations | 2013-10-30 | Paper |
| Representation of Solutions of Linear Homogeneous Caputo Fractional Differential Equations with Continuous Variable Coefficients | 2013-05-14 | Paper |
Ergodic theorem for infinite iterated function systems
Applied Mathematics and Mechanics. (English Edition) | 2008-09-01 | Paper |
