| Publication | Date of Publication | Type |
|---|
| Online and offline container purchasing and repositioning problem | 2017-11-22 | Paper |
Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance
Methodology and Computing in Applied Probability | 2015-07-31 | Paper |
Modeling profit sharing in combinatorial exchanges by network flows
Annals of Operations Research | 2015-01-22 | Paper |
On three methods for explicit handling of convolutions as applied to Brownian excursions and Parisian barrier options
The Quarterly Journal of Mechanics and Applied Mathematics | 2015-01-12 | Paper |
On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type
Journal of Computational and Applied Mathematics | 2014-08-05 | Paper |
On Arithmetic-Average Asian Power Options: Closed Forms and Explicit Methods for Valuation
The Quarterly Journal of Mechanics and Applied Mathematics | 2014-07-22 | Paper |
On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions
Quarterly of Applied Mathematics | 2013-09-20 | Paper |
| On a Brownian excursion law, I: convolution representations | 2013-03-21 | Paper |
Mid-term and short-term planning support for home health care services
European Journal of Operational Research | 2012-12-29 | Paper |
Patterson-Sullivan distributions in higher rank
Mathematische Zeitschrift | 2012-10-22 | Paper |
Partitioning a weighted tree into subtrees with weights in a given range
Algorithmica | 2012-04-26 | Paper |
A hybrid approach to solve the periodic home health care problem
Operations Research Proceedings | 2011-04-07 | Paper |
A Constraint-Based Approach for the Two-Dimensional Rectangular Packing Problem with Orthogonal Orientations
Operations Research Proceedings 2008 | 2011-04-07 | Paper |
Multi-criteria optimization for regional timetable synchronization in public transport
Operations Research Proceedings 2008 | 2011-04-07 | Paper |
| Patterson--Sullivan distributions for rank one symmetric spaces of the noncompact type | 2009-09-11 | Paper |
On constructive complex analysis in finance: Explicit formulas for Asian options
Quarterly of Applied Mathematics | 2009-03-25 | Paper |
| Covering population areas by railway stops | 2009-01-20 | Paper |
Continuous-time methods in the study of discretely sampled functionals of Lévy processes. I. The positive process case
Advances in Applied Probability | 2007-04-26 | Paper |
On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values
Advances in Applied Probability | 2007-01-31 | Paper |
On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results
Advances in Applied Probability | 2007-01-31 | Paper |
Robust EEG channel selection across subjects for brain-computer interfaces
EURASIP Journal on Applied Signal Processing | 2006-09-13 | Paper |
Towards a unified territorial design approach - applications, algorithms and GIS integration. (With comments and rejoinder)
Top | 2005-10-18 | Paper |
LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS
Mathematical Finance | 2005-09-28 | Paper |
Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options
Theory of Probability & Its Applications | 2004-12-16 | Paper |
Brownian excursions and Parisian barrier options: a note
Journal of Applied Probability | 2004-09-27 | Paper |
On the integral of geometric Brownian motion
Advances in Applied Probability | 2004-01-21 | Paper |
| Analytical ramifications of derivatives valuation: Asian options and special functions | 2002-02-28 | Paper |
Automatic object and thread distribution in a virtual machine
Arbeitsberichte des Instituts für Mathematische Maschinen und Datenverarbeitung (Informatik), Universität Erlangen-Nürnberg | 2002-01-15 | Paper |
| scientific article; zbMATH DE number 1642358 (Why is no real title available?) | 2001-09-09 | Paper |
| On the valuation of arithmetic-average Asian options: the Geman-Yor Laplace transform revisited | 2001-02-09 | Paper |
| On the valuation of arithmetic-average Asian options: Laguerre series and Theta integrals | 2000-12-11 | Paper |
| On the valuation of Paris options: foundational results | 2000-04-04 | Paper |
| On the valuation of Asian options: integral representations | 2000-03-09 | Paper |
