| Publication | Date of Publication | Type |
|---|
| Qualitative, statistical, and extreme properties of spectral indices of signable pseudo-invertible graphs | 2024-10-29 | Paper |
| Editorial | 2024-10-28 | Paper |
| Computational and qualitative aspects of evolution of curves driven by curvature and external force | 2023-10-23 | Paper |
| Learning the solution operator of a nonlinear parabolic equation using physics informed deep operator network | 2023-08-21 | Paper |
| On the Moore-Penrose pseudo-inversion of block symmetric matrices and its application in the graph theory | 2023-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6162251 | 2023-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6104548 | 2023-06-15 | Paper |
| Extreme and statistical properties of eigenvalue indices of simple connected graphs | 2023-06-12 | Paper |
| Qualitative and Numerical Aspects of a Motion of a Family of Interacting Curves in Space | 2022-04-07 | Paper |
| Qualitative and numerical aspects of a motion of a family of interacting curves in space | 2022-01-08 | Paper |
| Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem | 2021-09-30 | Paper |
| Utility indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation | 2021-08-28 | Paper |
| Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing | 2021-06-19 | Paper |
| Computational analysis of the conserved curvature driven flow for open curves in the plane | 2021-02-19 | Paper |
| On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models | 2021-02-15 | Paper |
| PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution | 2020-10-07 | Paper |
| Curvature driven flow of a family of interacting curves with applications | 2020-09-02 | Paper |
| On surface area and length preserving flows of closed curves on a given surface | 2019-11-26 | Paper |
| Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation | 2019-11-08 | Paper |
| On construction of upper and lower bounds for the HOMO-LUMO spectral gap | 2019-09-18 | Paper |
| Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation | 2019-08-15 | Paper |
| Mathematical analysis of a nonlinear PDE model for European options with counterparty risk | 2019-05-28 | Paper |
| Option Pricing in Illiquid Markets with Jumps | 2019-05-08 | Paper |
| Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio | 2019-03-01 | Paper |
| Nonlinear Parabolic Equations Arising in Mathematical Finance | 2019-02-28 | Paper |
| Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations | 2019-02-28 | Paper |
| Analysis of the nonlinear option pricing model under variable transaction costs | 2018-12-03 | Paper |
| Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function | 2018-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4590698 | 2017-11-20 | Paper |
| Area preserving geodesic curvature driven flow of closed curves on a surface | 2017-09-26 | Paper |
| On a construction of integrally invertible graphs and their spectral properties | 2017-09-08 | Paper |
| A Simple, Fast and Stabilized Flowing Finite Volume Method for Solving General Curve Evolution Equations | 2017-06-20 | Paper |
| Numerical Solution of Constrained Curvature Flow for Closed Planar Curves | 2016-12-19 | Paper |
| Invertibility of graphs with a unique perfect matching | 2016-12-07 | Paper |
| Maximization of the Spectral Gap for Chemical Graphs by means of a Solution to a Mixed Integer Semidefinite Program | 2016-11-21 | Paper |
| Application of the level-set model with constraints in image segmentation | 2016-10-06 | Paper |
| Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations | 2016-01-12 | Paper |
| Solution to the inverse Wulff problem by means of the enhanced semidefinite relaxation method | 2015-06-25 | Paper |
| Computational studies of conserved mean-curvature flow | 2015-05-06 | Paper |
| Application of the level-set model with constraints in image segmentation | 2014-12-07 | Paper |
| Manifold Evolution with Tangential Redistribution of Points | 2014-11-17 | Paper |
| Manifold evolution with tangential redistribution of points | 2014-11-17 | Paper |
| Dynamic stochastic accumulation model with application to pension savings management | 2014-04-25 | Paper |
| A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem | 2014-01-29 | Paper |
| On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints | 2013-03-15 | Paper |
| On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures | 2012-12-08 | Paper |
| Computational and qualitative aspects of motion of plane curves with a curvature adjusted tangential velocity | 2012-11-19 | Paper |
| On a Numerical Approximation Scheme for Construction of the Early Exercise Boundary for a Class of Nonlinear Black–Scholes Equations | 2012-08-27 | Paper |
| Sensitivity analysis of the early exercise boundary for American style of Asian option | 2012-07-16 | Paper |
| Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option | 2012-07-16 | Paper |
| Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation | 2012-06-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2888106 | 2012-05-30 | Paper |
| Evolution of plane curves with a curvature adjusted tangential velocity | 2011-11-14 | Paper |
| COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS | 2011-05-04 | Paper |
| Comparison study for level set and direct Lagrangian methods for computing Willmore flow of closed planar curves | 2010-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3585691 | 2010-08-20 | Paper |
| On the singular limit of solutions to the CIR interest rate model with stochastic volatility | 2010-04-22 | Paper |
| Nonlinear stability of stationary solutions for curvature flow with triple junction | 2010-01-07 | Paper |
| Tangentially stabilized Lagrangian algorithm for elastic curve evolution driven by intrinsic Laplacian of curvature | 2009-11-27 | Paper |
| On a volatility averaging in a two-factor interest rate model | 2009-11-27 | Paper |
| Numerical aspects of evolution of plane curves satisfying the fourth order geometric equation | 2009-05-09 | Paper |
| Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis | 2009-04-15 | Paper |
| Qualitative analysis and computation of a flow of surface curves driven by the geodesic curvature | 2008-11-21 | Paper |
| An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation | 2008-04-04 | Paper |
| On tangential stabilization in curvature driven flows of planar curves | 2007-10-28 | Paper |
| On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile | 2006-06-30 | Paper |
| On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model | 2006-06-12 | Paper |
| Evolution of curves on a surface driven by the geodesic curvature and external force | 2006-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3024969 | 2005-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3024967 | 2005-07-04 | Paper |
| A direct method for solving an anisotropic mean curvature flow of plane curves with an external force | 2004-08-20 | Paper |
| DEA analysis for a large structured bank branch network | 2002-08-21 | Paper |
| The early exercise boundary for the American put near expiry: Numerical approximation | 2002-02-18 | Paper |
| On the Ginzburg-Landau system of complex modulation equations for a rotating annulus with radial magnetic field | 2002-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4762785 | 2001-10-08 | Paper |
| Analysis of the free boundary for the pricing of an American call option | 2001-09-19 | Paper |
| Evolution of plane curves driven by a nonlinear function of curvature and anisotropy | 2001-03-19 | Paper |
| Solution of nonlinearly curvature driven evolution of plane curves | 2000-06-25 | Paper |
| Dissipative Feedback Synthesis for a Singularly Perturbed Model of a Piston Driven Flow of a Non-Newtonian Fluid | 1997-10-27 | Paper |
| Smoothness of the singular limit of inertial manifolds of singularly perturbed evolution equations | 1996-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884033 | 1996-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4843246 | 1996-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834994 | 1995-06-22 | Paper |
| Explanation of spurt for a non-Newtonian fluid by a diffusion term | 1995-05-03 | Paper |
| Limiting behaviour of invariant manifolds for a system of singularly perturbed evolution equations | 1994-11-14 | Paper |
| Bounded endomorphisms of free P-algebras | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3981825 | 1992-06-26 | Paper |
| Projective \(p\)-algebras | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3359103 | 1990-01-01 | Paper |
| Qualitative, statistical and extreme properties of spectral indices of signable pseudo-invertible graphs | N/A | Paper |
| On diffusion and transport acting on parameterized moving closed curves in space | N/A | Paper |
| Evolution of multiple closed knotted curves in space | N/A | Paper |
