| Publication | Date of Publication | Type |
|---|
| A control parameterization method for solving combined fractional optimal parameter selection and optimal control problems | 2025-01-22 | Paper |
| The second cohomology group of generalized extended Schrödinger-Virasoro algebras | 2024-10-25 | Paper |
| Pricing European call options with interval-valued volatility and interest rate | 2024-08-12 | Paper |
| A penalty-based method for solving a discrete HJB complementarity problem | 2024-06-05 | Paper |
| An algebraic elimination by substitution algorithm for vehicle-bridge interaction problems | 2024-05-14 | Paper |
| On necessary optimality conditions and exact penalization for a constrained fractional optimal control problem | 2023-10-25 | Paper |
| Numerical solution of delay fractional optimal control problems with free terminal time | 2023-07-06 | Paper |
| Distributionally robust multi-period portfolio selection subject to bankruptcy constraints | 2023-03-29 | Paper |
| Numerical techniques for determining implied volatility in option pricing | 2022-12-09 | Paper |
| A modification of Galerkin's method for option pricing | 2022-10-26 | Paper |
| Optimal control of nonlinear fractional-order systems with multiple time-varying delays | 2022-05-17 | Paper |
| Solution method for discrete double obstacle problems based on a power penalty approach | 2022-02-16 | Paper |
| Optimal state-delay control in nonlinear dynamic systems | 2021-12-14 | Paper |
| A power penalty approach to a mixed quasilinear elliptic complementarity problem | 2021-11-26 | Paper |
| Optimal control computation for nonlinear fractional time-delay systems with state inequality constraints | 2021-11-18 | Paper |
| Numerical solution of free final time fractional optimal control problems | 2021-11-11 | Paper |
| Modelling and optimal state-delay control in microbial batch process | 2021-09-21 | Paper |
| Robust multi-period and multi-objective portfolio selection | 2021-06-09 | Paper |
| A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing | 2021-03-06 | Paper |
| The Fitted Finite Volume and Power Penalty Methods for Option Pricing | 2020-12-08 | Paper |
| An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints | 2020-09-22 | Paper |
| Design of green bonds by double-barrier options | 2020-05-26 | Paper |
| Asynchronous \(H_\infty\) control for nonhomogeneous higher-level Markov jump systems | 2020-05-19 | Paper |
| Numerical solution of an obstacle problem with interval coefficients | 2020-05-12 | Paper |
| An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem | 2020-02-12 | Paper |
| Event-triggered \(\varepsilon\) level \(H_ \infty\) probabilistic control of uncertain systems | 2019-12-05 | Paper |
| A power penalty approach to a discretized obstacle problem with nonlinear constraints | 2019-10-18 | Paper |
| A 2nd-Order Numerical Scheme for Fractional Ordinary Differential Equation Systems | 2019-10-10 | Paper |
| Probabilistic control of Markov jump systems by scenario optimization approach | 2019-07-23 | Paper |
| A super-convergent unsymmetric finite volume method for convection-diffusion equations | 2019-06-28 | Paper |
| A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing | 2019-03-28 | Paper |
| Numerical solution of fractional optimal control | 2019-03-06 | Paper |
| An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering | 2018-09-05 | Paper |
| Characterizations of robust solution set of convex programs with uncertain data | 2018-09-05 | Paper |
| Computing eigenmodes of elliptic operators using increasingly flat radial basis functions | 2018-08-09 | Paper |
| Event‐triggered probabilistic robust control of linear systems with input constrains: By scenario optimization approach | 2018-02-09 | Paper |
| A numerical scheme for pricing American options with transaction costs under a jump diffusion process | 2017-10-20 | Paper |
| A 2nd-order one-point numerical integration scheme for fractional ordinary differential equations | 2017-09-15 | Paper |
| Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme | 2017-09-12 | Paper |
| A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation | 2017-07-07 | Paper |
| Estimation of effective diffusion coefficients of drug delivery devices in a flow-through system | 2017-04-06 | Paper |
| Analysing Human Walking Using Dynamic Optimisation | 2017-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2826250 | 2016-10-14 | Paper |
| A penalty method for a fractional order parabolic variational inequality governing American put option valuation | 2016-09-27 | Paper |
| Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs | 2016-01-04 | Paper |
| A power penalty method for a bounded nonlinear complementarity problem | 2015-11-27 | Paper |
| A superconvergent fitted finite volume method for <scp>B</scp>lack–<scp>S</scp>choles equations governing <scp>E</scp>uropean and <scp>A</scp>merican option valuation | 2015-10-23 | Paper |
| A penalty approach to a discretized double obstacle problem with derivative constraints | 2015-09-22 | Paper |
| Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing | 2015-08-20 | Paper |
| A finite difference method for pricing European and American options under a geometric Lévy process | 2015-02-03 | Paper |
| A penalty approximation method for a semilinear parabolic double obstacle problem | 2014-12-11 | Paper |
| A penalty method for a finite-dimensional obstacle problem with derivative constraints | 2014-09-18 | Paper |
| A numerical method for pricing European options with proportional transaction costs | 2014-09-04 | Paper |
| An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs | 2014-06-06 | Paper |
| A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems | 2014-03-19 | Paper |
| Pricing American options under proportional transaction costs using a penalty approach and a finite difference scheme | 2013-11-14 | Paper |
| Numerical methods for estimating effective diffusion coefficients of three-dimensional drug delivery systems | 2012-09-14 | Paper |
| Pricing American bond options using a penalty method | 2012-08-24 | Paper |
| Determination of effective diffusion coefficients of drug delivery devices by a state observer approach | 2011-12-13 | Paper |
| A penalty method for a mixed nonlinear complementarity problem | 2011-12-08 | Paper |
| Convergence property of an interior penalty approach to pricing American option | 2011-07-19 | Paper |
| Numerical methods for the estimation of effective diffusion coefficients of 2D controlled drug delivery systems | 2011-02-03 | Paper |
| On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities | 2010-11-19 | Paper |
| Convergence of a finite element approximation to a degenerate parabolic variational inequality with non-smooth data arising from American option valuation | 2010-10-12 | Paper |
| Numerical performance of penalty method for American option pricing | 2010-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571744 | 2010-07-08 | Paper |
| A power penalty approach to a nonlinear complementarity problem | 2010-03-18 | Paper |
| Convergent Network Approximation for the Continuous Euclidean Length Constrained Minimum Cost Path Problem | 2010-03-17 | Paper |
| The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: upper bounds for extended domains | 2010-03-11 | Paper |
| Superconvergence of Solution Derivatives for the Shortley–Weller Difference Approximation for Parabolic Problems | 2010-02-02 | Paper |
| Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs | 2009-11-27 | Paper |
| A computational scheme for uncertain volatility model in option pricing | 2009-07-02 | Paper |
| An optimization approach to the estimation of effective drug diffusivity: From a planar disc into a finite external volume | 2009-04-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3621206 | 2009-04-15 | Paper |
| Knot-optimizing spline networks (KOSNETS) for nonparametric regression | 2009-02-03 | Paper |
| Pricing options under jump diffusion processes with fitted finite volume method | 2008-09-12 | Paper |
| Accurate and approximate analytic solutions of singularly perturbed differential equations with two-dimensional boundary layers | 2008-09-11 | Paper |
| A power penalty method for solving a nonlinear parabolic complementarity problem | 2008-09-10 | Paper |
| A power penalty method for linear complementarity problems | 2008-08-06 | Paper |
| Disruption management for supply chain coordination with exponential demand function | 2008-05-14 | Paper |
| Superconvergence of solution derivatives of the Shortley-Weller difference approximation to Poisson's equation with singularities on polygonal domains | 2008-04-28 | Paper |
| Superconvergence of Solution Derivatives of the Shortley–Weller Difference Approximation to Elliptic Equations with Singularities Involving the Mixed Type of Boundary Conditions | 2008-03-20 | Paper |
| Solving 0-1 programming problems by a penalty approach. | 2008-01-25 | Paper |
| Power penalty method for a linear complementarity problem arising from American option valuation | 2007-06-21 | Paper |
| Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing | 2007-04-26 | Paper |
| A novel approach in uncertain programing. I: New arithmetic and order relation for interval numbers | 2007-04-05 | Paper |
| A novel approach in uncertain programming. II: A class of constrained nonlinear programming problems with interval objective functions | 2007-04-05 | Paper |
| On Stability and Convergence of a Finite Difference Approximation to a Parabolic Variational Inequality Arising From American Option Valuation | 2007-02-15 | Paper |
| A radial basis collocation method for Hamilton-Jacobi-Bellman equations | 2007-01-11 | Paper |
| Multidimensional exponentially fitted simplicial finite elements for convection-diffusion equations with tensor-valued diffusion | 2006-09-28 | Paper |
| ON CHAOTIC BEHAVIORS OF INCOMPRESSIBLE FLUID FLOWS IN TRIANGULAR DRIVEN CAVITIES | 2006-06-23 | Paper |
| Numerical solution of Hamilton–Jacobi–Bellman equations by an exponentially fitted finite volume method | 2006-06-16 | Paper |
| A fitted finite volume method for the valuation of options on assets with stochastic volatilities | 2006-06-16 | Paper |
| Applications of Ostrowski's inequality to the estimation of error bounds for some special means and for some numerical quadrature rules | 2005-09-27 | Paper |
| A novel fitted finite volume method for the Black-Scholes equation governing option pricing | 2005-02-28 | Paper |
| On application of an alternating direction method to Hamilton--Jacobin--Bellman equations. | 2004-03-29 | Paper |
| Particular solutions of singularly perturbed partial differential equations with constant coefficients in rectangular domains. I: Convergence analysis. | 2004-03-29 | Paper |
| On Convergence of the Exponentially Fitted Finite Volume Method With an Anisotropic Mesh Refinement for a Singularly Perturbed Convection-diffusion Equation | 2004-01-05 | Paper |
| Solving convection-dominated anisotropic diffusion equations by an exponentially fitted finite volume method. | 2003-12-14 | Paper |
| Three-dimensional exponentially fitted conforming tetrahedral finite elements for the semiconductor continuity equations | 2003-07-30 | Paper |
| A nonconforming combination of the finite element and volume methods with an anisotropic mesh refinement for a singularly perturbed convection-diffusion equation | 2003-07-28 | Paper |
| A unified gradient flow approach to constrained nonlinear optimization problems | 2003-06-09 | Paper |
| An analysis of a conforming exponentially fitted finite element method for a convection-diffusion problem | 2002-08-22 | Paper |
| The unified treatment of trapezoid, Simpson, and Ostrowski type inequality for monotonic mappings and applications. | 2002-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2762822 | 2002-01-13 | Paper |
| An Ostrowski type inequality for a random variable whose probability density function belongs to L_p [a,b, p > 1] | 2001-07-24 | Paper |
| A note on integrals for birth-death processes | 2001-07-17 | Paper |
| A numerical solution to the flow between eccentric rotating cylinders with a slotted sleeve | 2001-04-26 | Paper |
| Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics | 2001-04-23 | Paper |
| A parameter-uniform Schwarz method for a singularly perturbed reaction-diffusion problem with an interior layer | 2001-01-25 | Paper |
| A Conforming Exponentially Fitted Finite Element Scheme for the Semiconductor Continuity Equations in 3D | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4943428 | 2000-07-31 | Paper |
| An optimization approach to numerical integration in two dimensions | 2000-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4399764 | 2000-03-21 | Paper |
| The finite volume method and application in combinations | 2000-02-09 | Paper |
| An optimization approach to a finite dimensional parameter estimation problem in semiconductor device design | 2000-02-03 | Paper |
| Optimal recharge and driving strategies for a battery-powered electric vehicle | 1999-11-21 | Paper |
| Computing optimal control With a hyperbolic partial differential equation | 1999-04-13 | Paper |
| A new exponentially fitted triangular finite element method for the continuity equations in the drift-diffusion model of semiconductor devices | 1999-04-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215023 | 1999-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3840483 | 1999-01-18 | Paper |
| A novel exponentially fitted triangular finite element method for an advection-diffusion problem with boundary layers | 1998-10-25 | Paper |
| Computable error bounds for pointwise derivatives of a Neumann problem | 1998-07-20 | Paper |
| An a posteriori error estimate for finite element approximations of a singularly perturbed advection-diffusion problem | 1998-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4370709 | 1998-05-21 | Paper |
| An inequality of Ostrowski-Grüss' type and its applications to the estimation of error bounds for some special means and for some numerical quadrature rules | 1998-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4860581 | 1996-03-31 | Paper |
| An analysis of the Scharfetter-Gummel box method for the stationary semiconductor device equations | 1995-05-11 | Paper |
| A new non-conforming Petrov-Galerkin finite-element method with triangular elements for a singularly perturbed advection-diffusion problem | 1995-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4288325 | 1995-02-02 | Paper |
| An exponentially fitted finite volume method for the numerical solution of 2D unsteady incompressible flow problems | 1994-12-07 | Paper |
| A Tetrahedral Mixed Finite Element Method for the Stationary Semiconductor Continuity Equations | 1994-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035865 | 1993-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3987503 | 1992-06-28 | Paper |
| A triangular mixed finite element method for the stationary semiconductor device equations | 1991-01-01 | Paper |
| Hexahedral finite elements for the stationary semiconductor device equations | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3203987 | 1990-01-01 | Paper |
| Domain decomposition technique for the continuity equations of semiconductor device models | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3830489 | 1988-01-01 | Paper |
