| Publication | Date of Publication | Type |
|---|
A generalization of the rational rough Heston approximation
Quantitative Finance | 2024-05-29 | Paper |
Forests, cumulants, martingales
The Annals of Probability | 2022-05-17 | Paper |
A PDE method for estimation of implied volatility
Quantitative Finance | 2021-06-02 | Paper |
The Zumbach effect under rough Heston
Quantitative Finance | 2020-09-14 | Paper |
Exponentiation of conditional expectations under stochastic volatility
Quantitative Finance | 2020-02-10 | Paper |
Forests, cumulants, martingales
(available as arXiv preprint) | 2020-02-04 | Paper |
A sharp Pólya-based approximation to the normal cumulative distribution function
Applied Mathematics and Computation | 2019-06-21 | Paper |
Rational approximation of the rough Heston solution
International Journal of Theoretical and Applied Finance | 2019-05-21 | Paper |
An explicit implied volatility formula
International Journal of Theoretical and Applied Finance | 2017-11-29 | Paper |
On empty convex polygons in a planar point set
Proceedings of the twentieth annual symposium on Computational geometry | 2017-09-29 | Paper |
Improving the crossing lemma by finding more crossings in sparse graphs
Proceedings of the twentieth annual symposium on Computational geometry | 2017-09-29 | Paper |
Tighter bounds for implied volatility
International Journal of Theoretical and Applied Finance | 2017-09-08 | Paper |
Vertical visibility among parallel polygons in three dimensions
Lecture Notes in Computer Science | 2017-02-10 | Paper |
Saturated simple and \(k\)-simple topological graphs
Computational Geometry | 2015-05-12 | Paper |
A note on coloring line arrangements
The Electronic Journal of Combinatorics | 2014-09-04 | Paper |
| scientific article; zbMATH DE number 6140066 (Why is no real title available?) | 2013-02-28 | Paper |
Tangled thrackles
Lecture Notes in Computer Science | 2013-01-07 | Paper |
Discrete and Computational Geometry
Lecture Notes in Computer Science | 2010-02-05 | Paper |
Hamiltonian paths in Cayley graphs
Discrete Mathematics | 2009-12-15 | Paper |
Rainbow solutions to the Sidon equation
Discrete Mathematics | 2008-09-04 | Paper |
| The discharging method in combinatorial geometry and the Pach-Sharir conjecture | 2008-07-21 | Paper |
On the existence of rainbow 4-term arithmetic progressions
Graphs and Combinatorics | 2007-09-10 | Paper |
| Sub-Ramsey numbers for arithmetic progressions and Schur triples | 2007-08-22 | Paper |
Sub-Ramsey Numbers for Arithmetic Progressions and Schur Triples
Electronic Notes in Discrete Mathematics | 2007-05-29 | Paper |
A Ramsey-type result for the hypercube
Journal of Graph Theory | 2007-02-07 | Paper |
| On point sets containing their triangle centers | 2007-01-26 | Paper |
Improving the crossing lemma by finding more crossings in sparse graphs
Discrete & Computational Geometry | 2006-12-06 | Paper |
On the diameter of separated point sets with many nearly equal distances
European Journal of Combinatorics | 2006-11-15 | Paper |
Nearly equal distances and Szemerédi's regularity lemma
Computational Geometry | 2006-04-28 | Paper |
On empty convex polygons in a planar point set
Journal of Combinatorial Theory. Series A | 2006-04-28 | Paper |
| scientific article; zbMATH DE number 5014483 (Why is no real title available?) | 2006-03-23 | Paper |
| scientific article; zbMATH DE number 5014483 (Why is no real title available?) | 2006-03-23 | Paper |
| On the degree of regularity of generalized van der Waerden triples | 2006-03-23 | Paper |
| On the degree of regularity of generalized van der Waerden triples | 2006-03-23 | Paper |
| scientific article; zbMATH DE number 2209739 (Why is no real title available?) | 2005-09-28 | Paper |
Crossing patterns of semi-algebraic sets
Journal of Combinatorial Theory. Series A | 2005-09-28 | Paper |
| scientific article; zbMATH DE number 2145243 (Why is no real title available?) | 2005-03-14 | Paper |
| scientific article; zbMATH DE number 2145230 (Why is no real title available?) | 2005-03-14 | Paper |
| scientific article; zbMATH DE number 2145240 (Why is no real title available?) | 2005-03-14 | Paper |
Rainbow Arithmetic Progressions and Anti-Ramsey Results
Combinatorics, Probability and Computing | 2005-03-08 | Paper |
| scientific article; zbMATH DE number 2124068 (Why is no real title available?) | 2005-01-03 | Paper |
A dense planar point set from iterated line intersections.
Computational Geometry | 2004-03-29 | Paper |
Counting 1324-avoiding permutations
The Electronic Journal of Combinatorics | 2003-09-24 | Paper |
Monotone paths in line arrangements
Computational Geometry | 2003-04-28 | Paper |
