| Publication | Date of Publication | Type |
|---|
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle
Abstract and Applied Analysis | 2019-08-16 | Paper |
Computing the survival probability in the Madan-Unal credit risk model: application to the CDS market
Quantitative Finance | 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
Physica A | 2018-11-13 | Paper |
From insurance risk to credit portfolio management: a new approach to pricing CDOs
Quantitative Finance | 2018-11-13 | Paper |
Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion
Chaos, Solitons and Fractals | 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
Engineering Analysis with Boundary Elements | 2016-12-13 | Paper |
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2014-12-03 | Paper |
Computing survival probabilities based on stochastic differential models
Journal of Computational and Applied Mathematics | 2014-10-28 | Paper |
Valuing risky debt: a new model combining structural information with the reduced-form approach
Insurance Mathematics & Economics | 2014-09-22 | Paper |
A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate
Applied Numerical Mathematics | 2014-04-30 | Paper |
An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk
Insurance Mathematics & Economics | 2014-04-14 | Paper |
Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions
Engineering Analysis with Boundary Elements | 2013-03-25 | Paper |
A boundary element method to price time-dependent double barrier options
Applied Mathematics and Computation | 2012-06-13 | Paper |
A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model
Applied Mathematical Finance | 2009-09-13 | Paper |
A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term
Nonlinear Analysis. Hybrid Systems | 2009-03-09 | Paper |
A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates
Nonlinear Analysis. Hybrid Systems | 2009-03-04 | Paper |
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory
Optimization Letters | 2008-06-11 | Paper |
| Characterization of convex premium principles | 2008-03-20 | Paper |
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering
Journal of Engineering Mathematics | 2007-03-14 | Paper |
Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavity
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2005-09-12 | Paper |
A hybrid method for pricing European options based on multiple assets with transaction costs
Applied Mathematical Finance | 2002-09-04 | Paper |
An interior point algorithm for global optimal solutions and KKT points
Optimization Methods & Software | 2002-02-07 | Paper |
Monotone variable-metric algorithm for linearly constrained nonlinear programming
Journal of Optimization Theory and Applications | 2001-06-24 | Paper |
Inverse problem for a class of two-dimensional diffusion equations with piecewise constant coefficients
Journal of Optimization Theory and Applications | 1999-12-17 | Paper |
| scientific article; zbMATH DE number 1054751 (Why is no real title available?) | 1997-08-28 | Paper |
Optimization of a linear fractional function on a hypersphere of an affine space
Journal of Optimization Theory and Applications | 1995-07-03 | Paper |
Fractional programming and characterization of some vertices of the feasible region
Journal of Optimization Theory and Applications | 1994-04-27 | Paper |
Una caratterizzazione di un indice equivalente al valore attuale
Rivista di Matematica per le Scienze Economiche e Sociali | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4092092 (Why is no real title available?) | 1987-01-01 | Paper |
On some nonlinear boundary value problem on the poincaré disc with discontinuous data—II
Nonlinear Analysis: Theory, Methods & Applications | 1986-01-01 | Paper |
