| Publication | Date of Publication | Type |
|---|
Existence and uniqueness of solutions to the ultraparabolic Hamilton-Jacobi equation
Journal of Applied Analysis and Computation | 2024-09-27 | Paper |
Probabilistic interpretation of solutions of linear ultraparabolic equations
Mathematics | 2019-11-19 | Paper |
Well-posedness of linear ultraparabolic equations on bounded domains
Journal of Evolution Equations | 2018-04-18 | Paper |
Optimal control of ultradiffusion processes with application to mathematical finance
International Journal of Computer Mathematics | 2015-03-25 | Paper |
Asset liquidity and the valuation of derivative securities
Journal of Computational and Applied Mathematics | 2012-08-03 | Paper |
An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options
Journal of Computational and Applied Mathematics | 2011-05-17 | Paper |
On the valuation of interest rate products under multi-factor HJM term-structures
Applied Numerical Mathematics | 2009-10-09 | Paper |
Extrapolation discontinuous Galerkin method for ultraparabolic equations
Journal of Computational and Applied Mathematics | 2009-02-25 | Paper |
Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management
Journal of Computational and Applied Mathematics | 2008-11-06 | Paper |
On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance
Journal of Scientific Computing | 2008-04-09 | Paper |
Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty
Journal of Scientific Computing | 2008-01-04 | Paper |
scientific article; zbMATH DE number 2135646 (Why is no real title available?)
| 2005-02-21 | Paper |
A numerical analysis of variational valuation techniques for derivative securities
Applied Mathematics and Computation | 2005-01-17 | Paper |
On the Valuation of Asian Options by Variational Methods
SIAM Journal on Scientific Computing | 2004-01-20 | Paper |
On the approximation solvability of a class of strongly nonlinear elliptic problems on unbounded domains
Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods | 2003-03-11 | Paper |
On the use of boundary conditions for variational formulations arising in financial mathematics.
Applied Mathematics and Computation | 2003-01-28 | Paper |
The method of fundamental solutions and compactly supported radial basis functions: A meshless approach to 3D problems
| 2001-05-06 | Paper |
On the approximation of optimal stopping problems with application to financial mathematics
SIAM Journal on Scientific Computing | 2001-03-19 | Paper |
scientific article; zbMATH DE number 1193488 (Why is no real title available?)
| 1999-06-27 | Paper |
Variational methods for the potential flow past an airfoil
Applicable Analysis | 1998-08-20 | Paper |
On the approximate solvability of a strongly nonlinear transmission problem from macrobiology
Applicable Analysis | 1998-06-04 | Paper |
scientific article; zbMATH DE number 861381 (Why is no real title available?)
| 1996-07-01 | Paper |
scientific article; zbMATH DE number 736369 (Why is no real title available?)
| 1995-03-22 | Paper |
