| Publication | Date of Publication | Type |
|---|
| The numerical solution of the American option pricing problem. Finite difference and transform approaches | 2015-09-16 | Paper |
| The time-discrete method of lines for options and bonds. A PDE approach | 2015-02-18 | Paper |
The evaluation of barrier option prices under stochastic volatility
Computers & Mathematics with Applications | 2013-07-25 | Paper |
THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES
International Journal of Theoretical and Applied Finance | 2009-07-14 | Paper |
| On the derivation and numerical solution of the Black Scholes Barenblatt equation for jump diffusion | 2009-03-24 | Paper |
THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING
International Journal of Theoretical and Applied Finance | 2006-09-12 | Paper |
| scientific article; zbMATH DE number 1748282 (Why is no real title available?) | 2002-06-03 | Paper |
| scientific article; zbMATH DE number 1379402 (Why is no real title available?) | 1999-12-15 | Paper |
| scientific article; zbMATH DE number 1332331 (Why is no real title available?) | 1999-09-16 | Paper |
| scientific article; zbMATH DE number 1332331 (Why is no real title available?) | 1999-09-16 | Paper |
Parabolic PDEs with hysteresis and quasivariational inequalities
Nonlinear Analysis: Theory, Methods & Applications | 1999-09-16 | Paper |
Front tracking for the supercooled Stefan problem
Surveys on Mathematics for Industry | 1994-12-04 | Paper |
| scientific article; zbMATH DE number 665533 (Why is no real title available?) | 1994-10-24 | Paper |
| scientific article; zbMATH DE number 4213393 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4199575 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4174288 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4122353 (Why is no real title available?) | 1989-01-01 | Paper |
A least squares method for finding the Preisach hysteresis operator from measurements
Numerische Mathematik | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4078729 (Why is no real title available?) | 1988-01-01 | Paper |
Continuous Orthonormalization for Multi-point Problems for Linear Ordinary Differential Equations
SIAM Journal on Numerical Analysis | 1987-01-01 | Paper |
Continuous orthonormalization for boundary value problems
Journal of Computational Physics | 1986-01-01 | Paper |
On a Problem in the Polymer Industry: Theoretical and Numerical Investigation of Swelling
SIAM Journal on Mathematical Analysis | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3954210 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3917652 (Why is no real title available?) | 1984-01-01 | Paper |
Free boundary problems with nonlinear source terms
Numerische Mathematik | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3810859 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3760673 (Why is no real title available?) | 1982-01-01 | Paper |
Hele-Shaw flow with a cusping free boundary
Journal of Computational Physics | 1981-01-01 | Paper |
The Method of Lines and Invariant Imbedding for Elliptic and Parabolic Free Boundary Problems
SIAM Journal on Numerical Analysis | 1981-01-01 | Paper |
An Analysis of the Method of Lines for the Reynolds Equation in Hydrodynamic Lubrication
SIAM Journal on Numerical Analysis | 1981-01-01 | Paper |
A numerical method for the solidification of a binary alloy
International Journal of Heat and Mass Transfer | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3713140 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3683004 (Why is no real title available?) | 1978-01-01 | Paper |
The method of lines for Poisson's equation with nonlinear or free boundary conditions
Numerische Mathematik | 1978-01-01 | Paper |
The numerical solution of Stefan problems with front-tracking and smoothing methods
Applied Mathematics and Computation | 1978-01-01 | Paper |
One-Dimensional Parabolic Free Boundary Problems
SIAM Review | 1977-01-01 | Paper |
An alternating direction method for multi-dimensional parabolic free surface problems
International Journal for Numerical Methods in Engineering | 1977-01-01 | Paper |
An Application of the Method of Lines to Multidimensional Free Boundary Problems
IMA Journal of Applied Mathematics | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3490370 (Why is no real title available?) | 1975-01-01 | Paper |
Heat transfer during fluidized-bed coating
International Journal for Numerical Methods in Engineering | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3444742 (Why is no real title available?) | 1973-01-01 | Paper |
Initial value methods for boundary value problems. Theory and application of invariant imbedding
Mathematics in Science and Engineering | 1973-01-01 | Paper |
Multidimensional Stefan Problems
SIAM Journal on Numerical Analysis | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3361219 (Why is no real title available?) | 1972-01-01 | Paper |
On Diffusion in a Fractured Medium
SIAM Journal on Applied Mathematics | 1971-01-01 | Paper |
A Numerical Method for Two-Phase Stefan Problems
SIAM Journal on Numerical Analysis | 1971-01-01 | Paper |
On a free interface problem for linear ordinary differential equations and the one-phase Stefan problem
Numerische Mathematik | 1970-01-01 | Paper |
The Invariant Imbedding Equations for Multipoint Boundary Value Problems
SIAM Journal on Applied Mathematics | 1970-01-01 | Paper |
On Fixed Time Control Problems in a Banach Space
SIAM Journal on Control | 1970-01-01 | Paper |
On Solving Nonlinear Equations with a One-Parameter Operator Imbedding
SIAM Journal on Numerical Analysis | 1969-01-01 | Paper |
On a General Theory of Characteristics and the Method of Invariant Imbedding
SIAM Journal on Applied Mathematics | 1968-01-01 | Paper |
