Dan Stefanica

Available identifiers

Publication	Date of Publication	Type
A PDE method for estimation of implied volatility	2021-06-02	Paper
A sharp Pólya-based approximation to the normal cumulative distribution function	2019-06-21	Paper
An explicit implied volatility formula	2017-11-29	Paper
Tighter bounds for implied volatility	2017-09-08	Paper
A scalable FETI-DP algorithm for a semi-coercive variational inequality	2009-11-06	Paper
https://portal.mardi4nfdi.de/entity/Q3184941	2009-10-22	Paper
A scalable FETI-DP algorithm with non-penetration mortar conditions on contact interface	2009-08-05	Paper
Quadratic programming and scalable algorithms for variational inequalities	2007-06-19	Paper
A scalable FETI-DP algorithm for a coercive variational inequality	2005-08-05	Paper
Parallel FETI algorithms for mortars	2005-06-30	Paper
https://portal.mardi4nfdi.de/entity/Q4655164	2005-03-10	Paper
Lower bounds for additive Schwarz methods with mortars	2005-02-22	Paper
Internal hydraulic jumps and mixing in two-layer flows	2003-11-10	Paper
FETI and FETI-DP methods for spectral and mortar spectral elements: A performance comparison	2002-08-20	Paper
Minimizer graphs for a class of extremal problems	2002-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4530557	2002-06-03	Paper
A numerical study of FETI algorithms for mortar finite element methods	2002-04-15	Paper

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