| Publication | Date of Publication | Type |
|---|
| Backward simulation of multivariate mixed Poisson processes | 2022-03-24 | Paper |
| Mixing LSMC and PDE methods to price Bermudan options | 2020-06-08 | Paper |
| Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance | 2018-09-18 | Paper |
| A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models | 2018-04-06 | Paper |
| A neural network approach to efficient valuation of large portfolios of variable annuities | 2016-12-13 | Paper |
| Efficient valuation of SCR via a neural network approach | 2016-11-22 | Paper |
| Adaptive time-stepping for the strong numerical solution of stochastic differential equations | 2015-04-16 | Paper |
| Numerical solution of stochastic models of biochemical kinetics | 2011-11-25 | Paper |
| A parallel implementation on GPUs of ADI finite difference methods for parabolic PDEs with applications in finance | 2011-11-25 | Paper |
| Fourier space time-stepping for option pricing with Lévy models | 2009-04-28 | Paper |
| A Fast Shadowing Algorithm for High-Dimensional ODE Systems | 2008-08-01 | Paper |
| On Taylor Model Based Integration of ODEs | 2008-03-10 | Paper |
| Rigorous high-dimensional shadowing using containment: the general case | 2006-07-06 | Paper |
| Quadratic spline methods for the shallow water equations on the sphere: Galerkin | 2006-06-30 | Paper |
| Quadratic spline methods for the shallow water equations on the sphere: Collocation | 2006-06-30 | Paper |
| A survey of shadowing methods for numerical solutions of ordinary differential equations | 2005-04-21 | Paper |
| Rigorous Shadowing of Numerical Solutions of Ordinary Differential Equations by Containment | 2004-01-18 | Paper |
| Some recent advances in validated methods for IVPs for ODEs | 2002-08-22 | Paper |
| An effective high-order interval method for validating existence and uniqueness of the solution of an IVP for an ODE | 2002-05-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2765425 | 2002-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945563 | 2000-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4949367 | 2000-05-08 | Paper |
| Validated solutions of initial value problems for ordinary differential equations | 2000-04-03 | Paper |
| An interval Hermite-Obreschkoff method for computing rigorous bounds on the solution of an initial value problem for an ordinary differential equation | 2000-03-22 | Paper |
| DIMSEMs - diagonally implicit single-eigenvalue methods for the numerical solution of stiff ODEs on parallel computers | 1998-04-27 | Paper |
| Runge-Kutta research at Toronto | 1997-09-17 | Paper |
| An analysis of the order of Runge-Kutta methods that use an iterative scheme to compute their internal stage values | 1997-03-11 | Paper |
| The numerical solution of large systems of stiff IVPs for ODEs | 1996-12-05 | Paper |
| The Potential for Parallelism in Runge–Kutta Methods. Part 1: RK Formulas in Standard Form | 1995-03-27 | Paper |
| The use of Butcher series in the analysis of Newton-like iterations in Runge-Kutta formulas | 1994-12-01 | Paper |
| Adaptive Linear Equation Solvers in Codes for Large Stiff Systems of ODEs | 1994-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4277613 | 1994-02-07 | Paper |
| Effective solution of discontinuous IVPs using a Runge-Kutta formula pair with interpolants | 1988-01-01 | Paper |
| The Convergence of Integrand-Approximation Formulas for the Numerical Solution of IVP<scp>s</scp> for ODE<scp>s</scp> | 1988-01-01 | Paper |
| Interpolants for Runge-Kutta formulas | 1986-01-01 | Paper |
| The Use of Iterative Linear-Equation Solvers in Codes for Large Systems of Stiff IVP<scp>s</scp> for ODE<scp>s</scp> | 1986-01-01 | Paper |
| Nonlinearly Preconditioned Krylov Subspace Methods for Discrete Newton Algorithms | 1984-01-01 | Paper |
| An improved implementation of generalized Adams methods for underwater wave propagation problems | 1984-01-01 | Paper |
| Alternating-Direction Incomplete Factorizations | 1983-01-01 | Paper |
| A Theoretical Criterion for Comparing Runge–Kutta Formulas | 1978-01-01 | Paper |
