| Publication | Date of Publication | Type |
|---|
| Reverse engineering the last-minute on-line pricing practices: an application to hotels | 2024-09-02 | Paper |
| A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S\&P500 returns and options | 2024-06-17 | Paper |
| Modeling economic growth with spatial migration: a stability analysis of the long-run equilibrium based on semigroup theory | 2024-05-23 | Paper |
| Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods | 2024-04-18 | Paper |
| Pricing geometric Asian rainbow options under the mixed fractional Brownian motion | 2022-05-19 | Paper |
| The finite element method: A high‐performing approach for computing the probability of ruin and solving other ruin‐related problems | 2021-12-09 | Paper |
| Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation | 2021-11-24 | Paper |
| An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps | 2021-07-30 | Paper |
| Actuarial strategy for pricing Asian options under a mixed fractional Brownian motion with jumps | 2021-05-14 | Paper |
| On a generalized Gaussian radial basis function: analysis and applications | 2020-02-11 | Paper |
| Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations | 2019-11-26 | Paper |
| Stability switches and Hopf bifurcation in a Kaleckian model of business cycle | 2019-08-16 | Paper |
| Fast and accurate calculation of American option prices | 2019-01-29 | Paper |
| Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market | 2018-11-19 | Paper |
| A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance | 2018-11-13 | Paper |
| From insurance risk to credit portfolio management: a new approach to pricing CDOs | 2018-11-13 | Paper |
| Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach | 2018-11-01 | Paper |
| A fast numerical method to price American options under the Bates model | 2017-03-15 | Paper |
| A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion | 2017-02-10 | Paper |
| A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE | 2017-02-10 | Paper |
| A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications | 2016-12-13 | Paper |
| The spatial AK model and the Pontryagin maximum principle | 2016-11-25 | Paper |
| A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion | 2016-04-27 | Paper |
| Pricing European and American options by radial basis point interpolation | 2016-01-04 | Paper |
| Repeated spatial extrapolation: an extraordinarily efficient approach for option pricing | 2015-06-16 | Paper |
| Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology | 2014-12-03 | Paper |
| Computing survival probabilities based on stochastic differential models | 2014-10-28 | Paper |
| Valuing risky debt: a new model combining structural information with the reduced-form approach | 2014-09-22 | Paper |
| A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate | 2014-04-30 | Paper |
| An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk | 2014-04-14 | Paper |
| A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS | 2014-03-25 | Paper |
| Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions | 2013-03-25 | Paper |
| A boundary element method to price time-dependent double barrier options | 2012-06-13 | Paper |
| The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach | 2010-12-27 | Paper |
| A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model | 2009-09-13 | Paper |
| A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates | 2009-03-04 | Paper |
| Numerical problems in semiconductor simulation using the hydrodynamic model: a second-order finite difference scheme. | 2004-03-29 | Paper |
| Numerical solutions of a viscous‐hydrodynamic model for semiconductors: the supersonic case | 2003-06-26 | Paper |
| Semiconductor device simulation using a viscous hydrodynamic model. | 2003-05-06 | Paper |
| On a viscous-hydrodynamic model for semiconductors: Numerical simulation and stability analysis | 2001-01-01 | Paper |
