| Publication | Date of Publication | Type |
|---|
Exactly solvable Fokker-Planck equation with time-dependent nonlinear drift and diffusion coefficients -- the Lie-algebraic approach
The European Physical Journal B. Condensed Matter and Complex Systems | 2023-07-26 | Paper |
scientific article; zbMATH DE number 7696375 (Why is no real title available?)
| 2023-06-15 | Paper |
Quantum Stackelberg-Bertrand duopoly
Quantum Information Processing | 2023-02-16 | Paper |
To move first or not to move first?
Quantum Information Processing | 2023-01-05 | Paper |
Quantum Stackelberg oligopoly
Quantum Information Processing | 2022-11-29 | Paper |
Exact solution of the functional Fokker-Planck equation for cell growth with asymmetric cell division
Physica A | 2022-08-10 | Paper |
Spectral collapse in mixed Rabi model
Physica A | 2022-08-09 | Paper |
Spectral collapse in two-mode two-photon Rabi model
Physica A | 2022-01-19 | Paper |
Stochastic Gompertz model of tumour cell growth
Journal of Theoretical Biology | 2020-11-11 | Paper |
Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach
Quantitative Finance | 2019-01-14 | Paper |
Comment on ``Special-case closed form of the Baker-Campbell-Hausdorff formula
Journal of Physics A: Mathematical and Theoretical | 2016-08-09 | Paper |
Comment on: ``Multi-photon Rabi model: generalized parity and its applications
Physics Letters. A | 2016-08-03 | Paper |
The pricing of basket-spread options
Quantitative Finance | 2015-04-23 | Paper |
A simple derivation of Kirk's approximation for spread options
Applied Mathematics Letters | 2015-03-30 | Paper |
Comment on ‘Initial states of qubit–environment models leading to conserved quantities’
Journal of Physics A: Mathematical and Theoretical | 2014-05-16 | Paper |
Comment on `Solving the two-mode squeezed harmonic oscillator and the \(k\)th-order harmonic generation in Bargmann-Hilbert spaces'
Journal of Physics A: Mathematical and Theoretical | 2014-03-28 | Paper |
Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities
Asia-Pacific Financial Markets | 2013-07-26 | Paper |
Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models
Journal of Applied Mathematics | 2013-06-14 | Paper |
The sum and difference of two lognormal random variables
Journal of Applied Mathematics | 2012-11-15 | Paper |
Valuing double barrier options with time-dependent parameters by Fourier series expansion
| 2011-12-03 | Paper |
Quantum Stackelberg duopoly with incomplete information
Physics Letters. A | 2010-09-27 | Paper |
Exact time-dependent wave functions of a confined time-dependent harmonic oscillator with two moving boundaries
Communications in Theoretical Physics | 2010-01-27 | Paper |
PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS
International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary
Applied Mathematics Letters | 2008-04-10 | Paper |
Exact solutions of nonlinear Fokker-Planck equations of the Desai-Zwanzig type
Physics Letters. A | 2008-03-25 | Paper |
Pricing vulnerable European options with stochastic default barriers
IMA Journal of Management Mathematics | 2007-12-18 | Paper |
Quantum Bertrand duopoly with differentiated products
Physics Letters. A | 2007-10-08 | Paper |
Lie-algebraic approach for pricing moving barrier options with time-dependent parameters
Journal of Mathematical Analysis and Applications | 2006-12-07 | Paper |
Modelling suicide risk in later life
Mathematical Biosciences | 2006-10-10 | Paper |
Exact solutions of the Fokker-Planck equations with moving boundaries
Annals of Physics | 2005-10-24 | Paper |
EFFECT OF ASSET VALUE CORRELATION ON CREDIT-LINKED NOTE VALUES
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
Valuation model of defaultable bond values in emerging markets
Asia-Pacific Financial Markets | 2004-01-14 | Paper |
Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms
Physics Letters. A | 2003-11-16 | Paper |
Quantum Stackelberg duopoly
Physics Letters. A | 2003-11-02 | Paper |
CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS
International Journal of Theoretical and Applied Finance | 2003-03-18 | Paper |
Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach
International Journal of Mathematics and Mathematical Sciences | 2003-01-13 | Paper |
OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS
International Journal of Theoretical and Applied Finance | 2001-01-02 | Paper |
A NOTE ON RISKY BOND VALUATION
International Journal of Theoretical and Applied Finance | 2001-01-02 | Paper |
Time evolution of scalar field in spatially flat Robertson-Walker space-time
Physica Scripta | 2000-07-24 | Paper |
Comment on ``Pricing double barrier options using Laplace transforms by Antoon Pelsser
Finance and Stochastics | 2000-05-24 | Paper |
Propagator of the \(n\)-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach
Physics Letters. A | 2000-03-08 | Paper |
Numerical solutions of the unsteady heat equation.
AIAA Journal | 1969-01-01 | Paper |
The elastic stability of curved bea ms
International Journal of Mechanical Sciences | 1967-01-01 | Paper |
Further studies on the elastic stability of curved beams
International Journal of Mechanical Sciences | 1967-01-01 | Paper |
