| Publication | Date of Publication | Type |
|---|
| Estimating time-varying risk aversion from option prices and realized returns | 2023-06-20 | Paper |
| Canonical Subspaces of Linear Time-Varying Differential-Algebraic Equations and Their Usefulness for Formulating Accurate Initial Conditions | 2023-03-29 | Paper |
| On the sensitivity of implementations of a least-squares collocation method for linear higher-index differential-algebraic equations | 2022-11-22 | Paper |
| Towards a reliable implementation of least-squares collocation for higher index differential-algebraic equations. I: Basics and ansatz function choices | 2022-03-16 | Paper |
| Towards a reliable implementation of least-squares collocation for higher index differential-algebraic equations. II: The discrete least-squares problem | 2022-03-16 | Paper |
| On the sensitivity of implementations of a least-squares collocation method for linear higher-index differential-algebraic equations | 2022-02-07 | Paper |
| Convergence analysis of least-squares collocation methods for nonlinear higher-index differential-algebraic equations | 2021-02-03 | Paper |
| A reliable direct numerical treatment of differential-algebraic equations by overdetermined collocation: an operator approach | 2021-02-03 | Paper |
| Towards a reliable implementation of least-squares collocation for higher-index differential-algebraic equations | 2020-11-25 | Paper |
| Least-Squares Collocation for Higher-Index DAEs: Global Approach and Attempts Toward a Time-Stepping Version | 2020-11-12 | Paper |
| Basic Characteristics of Differential-Algebraic Operators | 2020-11-12 | Paper |
| COVID-19 and market expectations: evidence from option-implied densities | 2020-11-04 | Paper |
| Least-squares collocation for higher-index linear differential-algebraic equations: Estimating the instability threshold | 2019-03-22 | Paper |
| Questions concerning differential-algebraic operators: Toward a reliable direct numerical treatment of differential-algebraic equations | 2019-03-21 | Paper |
| No-arbitrage ROM simulation | 2018-11-01 | Paper |
| Stability Analysis of a Reduced Heat Exchanger Model | 2018-07-26 | Paper |
| Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness | 2018-02-06 | Paper |
| Comparing large-sample maximum Sharpe ratios and incremental variable testing | 2017-11-23 | Paper |
| On a variable step size modification of Hines' method in computational neuroscience | 2017-02-20 | Paper |
| Least-squares collocation for linear higher-index differential-algebraic equations | 2017-02-09 | Paper |
| No-arbitrage bounds for financial scenarios | 2015-07-29 | Paper |
| Scenario tree generation and multi-asset financial optimization problems | 2014-05-15 | Paper |
| No-arbitrage conditions, scenario trees, and multi-asset financial optimization | 2010-06-11 | Paper |
| Analytical And Numerical Approximation of Effective Diffusivities in The Cytoplasm of Biological Cells | 2010-02-26 | Paper |
| Life-cycle asset allocation and consumption using stochastic linear programming | 2010-02-08 | Paper |
| A stochastic programming approach for multi-period portfolio optimization | 2009-08-04 | Paper |
| The perturbation and ADAE index of a degenerated hyperbolic system | 2009-06-17 | Paper |
| On the numerical approximation of a degenerated hyperbolic system | 2009-03-09 | Paper |
| Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt | 2008-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4805295 | 2003-05-12 | Paper |
| Consistent initialization for nonlinear index-2 differential--algebraic equation: Large sparse systems in MATLAB | 2003-05-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4229303 | 1999-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4358200 | 1998-11-01 | Paper |
| On Asymptotics in Case of Linear Index-2 Differential-Algebraic Equations | 1998-09-21 | Paper |
| Regularizations of Differential‐Algebraic Equations Revisited | 1996-01-17 | Paper |
| Iterative Consistency: A Concept for the Solution of Singular Systems of Linear Equations | 1995-05-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3987820 | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3987828 | 1992-06-28 | Paper |
| On the Asymptotic Representation of a Regularization Approach to Nonlinear Semiexplicit Higher-Index Differential-Algebraic Equations | 1992-06-25 | Paper |
| On the regularization of index 2 differential-algebraic equations | 1990-01-01 | Paper |
| Linear differential-algebraic equations in spaces of integrable functions | 1989-01-01 | Paper |
| On a least-squares collocation method for linear differential-algebraic equations | 1988-01-01 | Paper |
| On the regularization of a class of nontransferable differential- algebraic equations | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3781430 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3690137 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5185332 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3333982 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3330416 | 1984-01-01 | Paper |
