| Publication | Date of Publication | Type |
|---|
| Mathematical modeling and analysis of insolvency contagion in an interbank network | 2019-01-15 | Paper |
| A new well-posed algorithm to recover implied local volatility | 2019-01-14 | Paper |
| On pricing of corporate securities in the case of jump-diffusion | 2015-02-11 | Paper |
| Optimal Convergence Rate of the Binomial Tree Scheme for American Options and Their Free Boundaries | 2014-11-07 | Paper |
| Pricing corporate debt with finite maturity and chapter 11 proceedings | 2014-03-04 | Paper |
| A fully non-linear PDE problem from pricing CDS with counterparty risk | 2012-09-12 | Paper |
| The regularized implied local volatility equations -- a new model to recover the volatility of underlying asset from observed market option price | 2012-09-12 | Paper |
| A modified structural model for credit risk | 2012-08-30 | Paper |
| Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates | 2012-07-04 | Paper |
| INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS | 2012-06-25 | Paper |
| Optimal decision for selling an illiquid stock | 2012-01-12 | Paper |
| Finite Horizon Optimal Investment and Consumption with Transaction Costs | 2010-04-28 | Paper |
| Basket CDS pricing with interacting intensities | 2010-04-22 | Paper |
| Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries | 2010-02-03 | Paper |
| Optimal convergence rate of the explicit finite difference scheme for American option valuation | 2009-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3635257 | 2009-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3630867 | 2009-06-04 | Paper |
| On a non-local curve evolution problem in the plane | 2008-08-18 | Paper |
| CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET | 2008-05-22 | Paper |
| On the rate of convergence of the binomial tree scheme for American options | 2007-10-16 | Paper |
| LIMITATIONS AND MODIFICATIONS OF BLACK-SCHOLES MODEL | 2007-09-19 | Paper |
| Free boundary and American options in a jump-diffusion model | 2007-02-07 | Paper |
| A parabolic variational inequality arising from the valuation of fixed rate mortgages | 2006-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5709400 | 2005-11-29 | Paper |
| On pricing model of the reset option with \(N\) predetermined levels | 2005-11-01 | Paper |
| Convergence of Binomial Tree Methods for European/American Path-Dependent Options | 2005-03-01 | Paper |
| Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model | 2005-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4818715 | 2004-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4450400 | 2004-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801243 | 2003-10-20 | Paper |
| Numerical analysis on binomial tree methods for a jump-diffusion model. | 2003-07-29 | Paper |
| Identifying the volatility of underlying assets from option prices | 2002-11-14 | Paper |
| Local exponentially fitted finite element schemes for singularly perturbed convection-diffusion problems | 2002-07-15 | Paper |
| Analysis of pricing American options on the maximum (minimum) of two risk assets | 2002-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4508420 | 2002-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2759779 | 2001-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4719188 | 2001-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4399570 | 1999-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4384879 | 1998-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4366308 | 1998-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844607 | 1997-04-21 | Paper |
| A PDE problem arising from calculation of the model for continuous casting of steel | 1995-06-14 | Paper |
| A free boundary problem arising in oil production | 1994-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5288128 | 1993-08-10 | Paper |
| Mathematical Modeling of Semiconductor Lasers | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4025219 | 1993-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3987255 | 1992-06-28 | Paper |
| Optimal control of a phase field model for solidification | 1992-01-01 | Paper |
| A class of diffraction problems in diffusive absorption phenomena | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3211740 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3490404 | 1990-01-01 | Paper |
| Periodic solutions for a thermostat control problem | 1988-01-01 | Paper |
| Fixed stream-tube method for solving two-phase plane flow problems and its theoretical analysis | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3469502 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3475652 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3737877 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3764556 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3784548 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3722986 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3728497 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3829902 | 1985-01-01 | Paper |
| On an elastic-plastic problem | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3312628 | 1983-01-01 | Paper |
| Nonlinear Optimal Control Problems in Heat Conduction | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3322504 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3665521 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3308439 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3317468 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3943360 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3926019 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3946516 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3888649 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3893580 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4164761 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5522540 | 1962-01-01 | Paper |
