Eben Maré

Available identifiers

zbMath Open mare.ebenMaRDI QIDQ470641

List of research outcomes

Publication	Date of Publication	Type
Pricing two-asset rainbow options with the fast Fourier transform	2023-07-07	Paper
Comparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systems	2022-04-26	Paper
Pricing collateralised options in the presence of counterparty credit risk: An extension of the Heston–Nandi model	2022-04-14	Paper
The recovery theorem with application to risk management	2021-02-16	Paper
A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models	2020-10-15	Paper
Discrete singular convolution for the generalized variable-coefficient Korteweg-de Vries equation	2019-10-15	Paper
A Lagrange regularized kernel method for solving multi-dimensional time-fractional heat equations	2018-08-17	Paper
Sinc collocation method for solving the Benjamin-Ono equation	2014-11-12	Paper
High Frequency Induced Instability in Nyström Methods for the van der Pol Equation	2009-06-22	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Eben Maré