| Publication | Date of Publication | Type |
|---|
Optimal order execution under price impact: a hybrid model
Annals of Operations Research | 2024-06-04 | Paper |
Multivariate Wold decompositions: a Hilbert \(A\)-module approach
Decisions in Economics and Finance | 2023-06-12 | Paper |
Star-Shaped Risk Measures
Operations Research | 2022-12-01 | Paper |
Star-shaped Risk Measures
(available as arXiv preprint) | 2021-03-29 | Paper |
A persistence-based Wold-type decomposition for stationary time series
Quantitative Economics | 2020-08-24 | Paper |
The scale of predictability
Journal of Econometrics | 2019-04-26 | Paper |
Chaotic patterns in Lotka-Volterra systems with behavioral adaptation
Waves and Stability in Continuous Media | 2016-09-29 | Paper |
Bifurcation analysis for symmetric equilibria with localised magnetic shear in 2D RRMHD
Waves and Stability in Continuous Media | 2016-09-29 | Paper |
Stationary solutions for forced reduced MHD on the 2-torus
Journal of Mathematical Analysis and Applications | 2014-04-02 | Paper |
| Asymmetry effects in viscoresistive magnetic reconnection | 2012-05-18 | Paper |
Some exact solutions of the two-dimensional Navier-Stokes equations
International Journal of Engineering Science | 2011-04-21 | Paper |
A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING
International Journal of Theoretical and Applied Finance | 2009-08-03 | Paper |
Hedging using simulation: a least squares approach
Journal of Economic Dynamics and Control | 2008-11-25 | Paper |
A multifactor volatility Heston model
Quantitative Finance | 2008-11-18 | Paper |
SEQUENCES OF CYCLES AND TRANSITIONS TO CHAOS IN A MODIFIED GOODWIN'S <i>GROWTH CYCLE</i> MODEL
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2008-07-02 | Paper |
Finite reductions for dissipative systems and viscous fluid-dynamic models on \(\mathbb T^2\)
Journal of Mathematical Analysis and Applications | 2008-06-24 | Paper |
SOLVABLE AFFINE TERM STRUCTURE MODELS
Mathematical Finance | 2008-05-22 | Paper |
Option pricing when correlations are stochastic: an analytical framework
Review of Derivatives Research | 2008-05-06 | Paper |
Stochastic Jacobian and Riccati ODE in affine term structure models
Decisions in Economics and Finance | 2008-03-14 | Paper |
Effects of predation efficiencies on the dynamics of a tritrophic food chain
Mathematical Biosciences and Engineering | 2008-02-15 | Paper |
Modeling cancer in HIV-1 infected individuals: equilibria, cycles and chaotic behavior
Mathematical Biosciences and Engineering | 2006-10-04 | Paper |
| Effects of adaption on competition among species | 2006-04-28 | Paper |
Effects of ecological differentiation on Lotka--Volterra systems for species with behavioral adaptation and variable growth rates
Mathematical Biosciences | 2005-06-27 | Paper |
SYMMETRY BREAKING EFFECTS ON EQUILIBRIA AND TIME DEPENDENT REGIMES IN ADAPTIVE LOTKA–VOLTERRA SYSTEMS
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2005-03-08 | Paper |
| scientific article; zbMATH DE number 1240826 (Why is no real title available?) | 1999-08-19 | Paper |
A five-mode truncation of the Navier-Stokes equations on a three- dimensional torus
Computational Mechanics | 1988-01-01 | Paper |
Truncations to 12, 14 and 18 modes of the Navier-Stokes equations on a two-dimensional torus
Meccanica | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3872939 (Why is no real title available?) | 1984-01-01 | Paper |
Fixed point limit behavior of N-mode truncated Navier-Stokes equations as N increases
Journal of Statistical Physics | 1984-01-01 | Paper |
Breaking and disappearance of tori
Communications in Mathematical Physics | 1984-01-01 | Paper |
Instabilities induced by over-reflection in stratified fluids in horizontal sheared motion
The Physics of Fluids | 1979-01-01 | Paper |
