| Publication | Date of Publication | Type |
|---|
Analysis of stock market data by using dynamic Fourier and wavelets techniques Physica A | 2022-08-15 | Paper |
Modeling high frequency stock market data by using stochastic models Stochastic Analysis and Applications | 2022-06-27 | Paper |
Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models Physica A | 2022-06-24 | Paper |
Long memory effects and forecasting of earthquake and volcano seismic data Physica A | 2022-05-25 | Paper |
Complex Gleason measures and the Nemytsky operator Annales Mathematicae Silesianae | 2019-09-10 | Paper |
Numerical methods applied to option pricing models with transaction costs and stochastic volatility Quantitative Finance | 2019-02-06 | Paper |
Spline interpolation techniques applied to the study of geophysical data Physica A | 2018-11-13 | Paper |
Stochastic differential equations applied to the study of geophysical and financial time series Physica A | 2018-11-13 | Paper |
Use of wavelets techniques to discriminate between explosions and natural earthquakes Physica A | 2018-11-13 | Paper |
Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies Physica A | 2018-11-13 | Paper |
Local regression type methods applied to the study of geophysics and high frequency financial data Physica A | 2018-09-20 | Paper |
Evaluation of interpolants in their ability to fit seismometric time series Mathematics | 2016-01-12 | Paper |
Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market Quantitative Finance | 2015-04-16 | Paper |
Superradiance problem in a 3D annular domain Discrete and Continuous Dynamical Systems | 2015-03-02 | Paper |
Option pricing with transaction costs and stochastic volatility Electronic Journal of Differential Equations (EJDE) | 2014-08-25 | Paper |
Numerical schemes for option pricing in regime-switching jump diffusion models International Journal of Theoretical and Applied Finance | 2014-04-25 | Paper |
| Solutions to a partial integro-differential parabolic system arising in the pricing of financial options in regime-switching jump diffusion models | 2014-04-14 | Paper |
Nonlinear problems modeling stochastic volatility and transaction costs Quantitative Finance | 2014-01-17 | Paper |
Spherical harmonics approach to parabolic partial differential equations Analysis and Mathematical Physics | 2012-12-28 | Paper |
Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance Differential Equations and Dynamical Systems | 2012-11-30 | Paper |
Concentration problems for bandpass filters in communication theory over disjoint frequency intervals and numerical solutions The Journal of Fourier Analysis and Applications | 2012-05-23 | Paper |
Two-point boundary value problems for a class of second-order ordinary differential equations International Journal of Mathematics and Mathematical Sciences | 2012-05-14 | Paper |
| Solution to a nonlinear Black-Scholes equation | 2012-04-27 | Paper |
Numerical solutions for option pricing models including transaction costs and stochastic volatility Acta Applicandae Mathematicae | 2012-04-04 | Paper |
Solutions to integro-differential problems arising on pricing options in a Lévy market Acta Applicandae Mathematicae | 2012-04-04 | Paper |
Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market Nonlinear Analysis. Real World Applications | 2012-02-05 | Paper |
Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market Journal of Mathematical Analysis and Applications | 2011-10-24 | Paper |
| Multiple solutions of a stationary nonhomogeneous one-dimensional nonlinear Schrödinger equation | 2010-10-14 | Paper |
| scientific article; zbMATH DE number 5714028 (Why is no real title available?) | 2010-05-31 | Paper |
| scientific article; zbMATH DE number 5714028 (Why is no real title available?) | 2010-05-31 | Paper |
A parabolic problem arising in financial mathematics Nonlinear Analysis. Real World Applications | 2010-01-22 | Paper |
| Distribution-valued weak solutions to a parabolic problem arising in financial mathematics | 2009-07-31 | Paper |
| Distribution-valued weak solutions to a parabolic problem arising in financial mathematics | 2009-07-31 | Paper |
| Long correlations applied to the study of agricultural indices in comparison with the S\&P500 index | 2009-06-16 | Paper |
Some results on the forced pendulum equation Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2008-03-10 | Paper |
Extensions of the Nemytsky operator: distributional solutions of nonlinear problems Journal of Mathematical Analysis and Applications | 2008-03-05 | Paper |
Solutions of nonlinear elliptic equations in unbounded Lipschitz domains Forum Mathematicum | 2007-04-24 | Paper |
Some remarks on Gleason measures Studia Mathematica | 2007-03-13 | Paper |
Oscillating solutions of a nonlinear fourth order ordinary differential equation Journal of Mathematical Analysis and Applications | 2006-12-07 | Paper |
| Periodic solutions for \(p\)-Laplacian like systems with delay | 2006-07-06 | Paper |
A system of coupled pendulii Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2006-06-09 | Paper |
An \(H\)-system for a revolution surface without boundary Abstract and Applied Analysis | 2006-05-29 | Paper |
Solutions to the prescribed mean curvature equation Proyecciones (Antofagasta) | 2006-03-23 | Paper |
| Nonlinear boundary conditions for elliptic equations | 2006-01-31 | Paper |
| Boundary nonlinearities for a one-dimensional \(p\)-Laplacian like equation | 2006-01-24 | Paper |
| scientific article; zbMATH DE number 2218522 (Why is no real title available?) | 2005-10-26 | Paper |
| scientific article; zbMATH DE number 2187283 (Why is no real title available?) | 2005-07-15 | Paper |
| scientific article; zbMATH DE number 2187283 (Why is no real title available?) | 2005-07-15 | Paper |
Periodic solutions of a resonant higher order equation Portugaliae Mathematica. Nova Série | 2005-06-07 | Paper |
A Black--Scholes option pricing model with transaction costs Journal of Mathematical Analysis and Applications | 2005-04-07 | Paper |
An \(n\)-dimensional pendulum-like equation via topological methods Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2005-02-09 | Paper |
Periodic solutions of a resonant third-order equation Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2005-02-09 | Paper |
Existence results for the mean curvature equation. Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
Existence and Multiplicity Results for the Nonlinear Klein-Gordon Equation Applicable Analysis | 2004-03-25 | Paper |
On two-point boundary value problems in multi-ion electrodiffusion. Journal of Mathematical Analysis and Applications | 2004-03-15 | Paper |
Stationary solutions for two nonlinear Black--Scholes type equations. Applied Numerical Mathematics | 2004-01-05 | Paper |
| scientific article; zbMATH DE number 2015582 (Why is no real title available?) | 2003-12-09 | Paper |
Mountain pass solutions to equations of \(p\)-Laplacian type. Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2003-09-07 | Paper |
Solutions to \(H\)-systems by topological and iterative methods Abstract and Applied Analysis | 2003-06-18 | Paper |
An iteration procedure for nonlinear boundary conditions Revista de la Unión Matemática Argentina | 2003-04-06 | Paper |
LOCAL EXISTENCE OF SOLUTIONS TO THE TRANSIENT QUANTUM HYDRODYNAMIC EQUATIONS M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2003-03-16 | Paper |
The prescribed mean curvature equation for nonparametric surfaces Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2003-03-11 | Paper |
Solutions to general quasilinear elliptic second order problems Nonlinear Studies | 2003-03-04 | Paper |
Solutions to a stationary nonlinear Black-Scholes type equation Journal of Mathematical Analysis and Applications | 2003-02-11 | Paper |
Solutions to equations of \(p\)-Laplacian type in Lorentz spaces Bulletin of the Belgian Mathematical Society - Simon Stevin | 2002-12-19 | Paper |
A boundary value problem for a semilinear second order ODE Revista de la Unión Matemática Argentina | 2002-11-25 | Paper |
| scientific article; zbMATH DE number 1824654 (Why is no real title available?) | 2002-11-06 | Paper |
Quasilinear elliptic systems of resonant type and nonlinear eigenvalue problems Abstract and Applied Analysis | 2002-08-13 | Paper |
Solvability and uniqueness results Revista de la Unión Matemática Argentina | 2002-07-23 | Paper |
A fixed point operator for a nonlinear boundary value problem Journal of Mathematical Analysis and Applications | 2002-07-04 | Paper |
Dirichlet and periodic-type boundary value problems for Painlevé II Journal of Mathematical Analysis and Applications | 2002-07-03 | Paper |
A boundary value problem in the hyperbolic space Abstract and Applied Analysis | 2002-06-23 | Paper |
A boundary value problem in the hyperbolic space Abstract and Applied Analysis | 2002-06-23 | Paper |
| scientific article; zbMATH DE number 1748358 (Why is no real title available?) | 2002-06-11 | Paper |
| scientific article; zbMATH DE number 1748358 (Why is no real title available?) | 2002-06-11 | Paper |
Nonlinear periodic-type conditions for a second order ODE Nonlinear Studies | 2002-06-04 | Paper |
Subsonic solutions to a one-dimensional non-isentropic hydrodynamic model for semiconductors Journal of Mathematical Analysis and Applications | 2002-02-03 | Paper |
A second order ODE with a nonlinear final condition Electronic Journal of Differential Equations (EJDE) | 2002-01-24 | Paper |
A second order ODE with a nonlinear final condition Electronic Journal of Differential Equations (EJDE) | 2002-01-24 | Paper |
The prescribed mean curvature equation with Dirichlet conditions Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2001-10-10 | Paper |
Solutions of \(H\)-systems using the Green function Bulletin of the Belgian Mathematical Society - Simon Stevin | 2001-10-10 | Paper |
Existence and regularity of weak solutions to the prescribed mean curvature equation for a nonparametric surface Abstract and Applied Analysis | 2001-08-21 | Paper |
| scientific article; zbMATH DE number 1555448 (Why is no real title available?) | 2001-03-01 | Paper |
| scientific article; zbMATH DE number 1555448 (Why is no real title available?) | 2001-03-01 | Paper |
Solutions to quasilinear equations by an iterative method Bulletin of the Belgian Mathematical Society - Simon Stevin | 2000-12-20 | Paper |
Existence and uniqueness of \(H\)-system's solutions with Dirichlet conditions Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2000-10-23 | Paper |
Resolution of semilinear equations by fixed point methods Bulletin of the Belgian Mathematical Society - Simon Stevin | 2000-09-28 | Paper |
| scientific article; zbMATH DE number 1506790 (Why is no real title available?) | 2000-09-14 | Paper |
| scientific article; zbMATH DE number 1319630 (Why is no real title available?) | 1999-11-23 | Paper |
Solutions to the mean curvature equation by fixed point methods Bulletin of the Belgian Mathematical Society - Simon Stevin | 1999-04-11 | Paper |
Solutions to the Plateau Problem for the Prescribed Mean Curvature Equation via the Mountain Pass Lemma Studies in Applied Mathematics | 1997-03-12 | Paper |
The prescribed mean curvature equation for a revolution surface with Dirichlet condition Bulletin of the Belgian Mathematical Society - Simon Stevin | 1996-11-07 | Paper |
| scientific article; zbMATH DE number 749247 (Why is no real title available?) | 1995-05-22 | Paper |
| scientific article; zbMATH DE number 597867 (Why is no real title available?) | 1995-04-05 | Paper |
The prescribed mean curvature equation with Neumann condition Nonlinear Analysis: Theory, Methods & Applications | 1994-08-15 | Paper |
| scientific article; zbMATH DE number 596386 (Why is no real title available?) | 1994-06-27 | Paper |
| scientific article; zbMATH DE number 436609 (Why is no real title available?) | 1994-05-26 | Paper |
A Dirichlet problem for an \(H\)-system with variable \(H\) Manuscripta Mathematica | 1994-03-07 | Paper |