Dan Stefanica

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A PDE method for estimation of implied volatility Quantitative Finance	2021-06-02	Paper
A sharp Pólya-based approximation to the normal cumulative distribution function Applied Mathematics and Computation	2019-06-21	Paper
An explicit implied volatility formula International Journal of Theoretical and Applied Finance	2017-11-29	Paper
Tighter bounds for implied volatility International Journal of Theoretical and Applied Finance	2017-09-08	Paper
A scalable FETI-DP algorithm for a semi-coercive variational inequality Computer Methods in Applied Mechanics and Engineering	2009-11-06	Paper
scientific article; zbMATH DE number 5619731 (Why is no real title available?)	2009-10-22	Paper
A scalable FETI-DP algorithm with non-penetration mortar conditions on contact interface Journal of Computational and Applied Mathematics	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 Applied Numerical Mathematics	2005-08-05	Paper
Parallel FETI algorithms for mortars Applied Numerical Mathematics	2005-06-30	Paper
scientific article; zbMATH DE number 2143568 (Why is no real title available?)	2005-03-10	Paper
Lower bounds for additive Schwarz methods with mortars Comptes Rendus. Mathématique. Académie des Sciences, Paris	2005-02-22	Paper
Internal hydraulic jumps and mixing in two-layer flows Journal of Fluid Mechanics	2003-11-10	Paper
FETI and FETI-DP methods for spectral and mortar spectral elements: A performance comparison Journal of Scientific Computing	2002-08-20	Paper
Minimizer graphs for a class of extremal problems Journal of Graph Theory	2002-07-01	Paper
scientific article; zbMATH DE number 1748666 (Why is no real title available?)	2002-06-03	Paper
A numerical study of FETI algorithms for mortar finite element methods SIAM Journal on Scientific Computing	2002-04-15	Paper

Research outcomes over time

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