| Publication | Date of Publication | Type |
|---|
Pricing portfolios of contracts on cumulative temperature with risk premium determination
Risk and Decision Analysis | 2019-03-12 | Paper |
Non-covalent interactions across subunit interfaces in Sm proteins
Journal of Theoretical Biology | 2018-09-06 | Paper |
Interest rates risk-premium and shape of the yield curve
Discrete and Continuous Dynamical Systems. Series B | 2016-09-30 | Paper |
Any-utility neutral and indifference pricing and hedging
Risk and Decision Analysis | 2014-08-22 | Paper |
Equity valuation under stock dilution and buy-back
Discrete and Continuous Dynamical Systems. Series B | 2012-09-12 | Paper |
| Neutral and indifference portfolio pricing, hedging and investing. With applications in Equity and FX. | 2011-03-18 | Paper |
Interest rate risk premium and equity valuation
Journal of Systems Science and Complexity | 2010-11-03 | Paper |
Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems
Asia-Pacific Financial Markets | 2007-11-27 | Paper |
Risk premium and fair option prices under stochastic volatility: the HARA solution.
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-04-28 | Paper |
Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Ampère PDE
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
| scientific article; zbMATH DE number 2107023 (Why is no real title available?) | 2004-10-11 | Paper |
| scientific article; zbMATH DE number 1849076 (Why is no real title available?) | 2003-01-06 | Paper |
The analytic solution for the spectrum of surface spin waves for two-sublattice Heisenberg ferrimagnet
Physics Letters. A | 2001-06-17 | Paper |
Insights on the Effect of Land Use Choice: The Perpetual Option on the Best of Two Underlying Assets
Journal of Urban Economics | 1999-02-22 | Paper |
| Multivariate constrained portfolio rules: derivation of Monge-Ampère equations. | 1999-01-01 | Paper |
Perturbation Formula for Regular Free Boundaries in Elliptic and Parabolic Obstacle Problems
SIAM Journal on Control and Optimization | 1998-02-09 | Paper |
Modeling and minimization of extinction in Volterra-Lotka type equations with free boundaries
Journal of Differential Equations | 1997-12-08 | Paper |
| scientific article; zbMATH DE number 889048 (Why is no real title available?) | 1996-11-17 | Paper |
| scientific article; zbMATH DE number 874665 (Why is no real title available?) | 1996-05-06 | Paper |
Free Boundary Problems for Potential and Stokes Flows via Nonsmooth Analysis
SIAM Journal on Mathematical Analysis | 1995-07-03 | Paper |
A variational approach to a free boundary problem arising in electrophotography
Numerical Functional Analysis and Optimization | 1995-04-10 | Paper |
Periodic optimal control for parabolic Volterra‐Lotka type equations
Mathematical Methods in the Applied Sciences | 1995-01-31 | Paper |
Periodic optimal control for competing parabolic Volterra-Lotka-type systems
Journal of Computational and Applied Mathematics | 1995-01-15 | Paper |
| scientific article; zbMATH DE number 691532 (Why is no real title available?) | 1994-12-18 | Paper |
| scientific article; zbMATH DE number 688038 (Why is no real title available?) | 1994-12-07 | Paper |
Optimal control for elliptic Volterra-Lotka type equations
Journal of Mathematical Analysis and Applications | 1993-08-18 | Paper |
Controlling the moving boundary of the parabolic obstacle problem
Applied Mathematics and Optimization | 1993-08-15 | Paper |
| scientific article; zbMATH DE number 176978 (Why is no real title available?) | 1993-05-18 | Paper |
| scientific article; zbMATH DE number 17667 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 17669 (Why is no real title available?) | 1992-06-26 | Paper |
Optimal Damping Control and Nonlinear Elliptic Systems
SIAM Journal on Control and Optimization | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4159488 (Why is no real title available?) | 1990-01-01 | Paper |
Direct methods for some distributed games
Differential and Integral Equations | 1990-01-01 | Paper |
Monotone iterations for nonlinear obstacle problem
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics | 1990-01-01 | Paper |
Optimal switching for partial differential equations. I
Journal of Mathematical Analysis and Applications | 1989-01-01 | Paper |
Optimal damping control and nonlinear parabolic systemes
Numerical Functional Analysis and Optimization | 1989-01-01 | Paper |
Optimal switching for partial differential equations. II
Journal of Mathematical Analysis and Applications | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4026707 (Why is no real title available?) | 1988-01-01 | Paper |
Injection of ideal fluid from two slots into a stream
Mathematical Methods in the Applied Sciences | 1988-01-01 | Paper |
Injection of Ideal Fluid from a Slot into a Stream: Two Free Boundaries
IMA Journal of Applied Mathematics | 1988-01-01 | Paper |
Optimal switching for systems governed by nonlinear evolution equations
Numerical Functional Analysis and Optimization | 1987-01-01 | Paper |
A free boundary problem associated with icing in a channel
Nonlinear Analysis: Theory, Methods & Applications | 1987-01-01 | Paper |
