Drona Kandhai

Available identifiers

Publication	Date of Publication	Type
Understanding complex dynamics in derivatives finance: why do options markets smile?	2024-06-14	Paper
Efficient exposure computation by risk factor decomposition	2019-02-06	Paper
Liquidity risk in derivatives valuation: an improved credit proxy method	2018-11-14	Paper
Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk	2018-11-13	Paper
Incorporating contagion in portfolio credit risk models using network theory	2018-01-29	Paper
Efficient computation of exposure profiles for counterparty credit risk	2014-08-08	Paper
Shear-induced self-diffusion and microstructure in non-Brownian suspensions at non-zero Reynolds numbers	2005-06-07	Paper
Coupled lattice-Boltzmann and finite-difference simulation of electroosmosis in microfluidic channels	2005-03-04	Paper
https://portal.mardi4nfdi.de/entity/Q4434858	2003-11-26	Paper
Numerical simulation and measurement of liquid hold-up in biporous media containing discrete stagnant zones	2002-08-18	Paper
Iterative momentum relaxation for fast lattice-Boltzmann simulations	2002-07-14	Paper
Finite difference lattice-BGK methods on nested grids	2002-01-02	Paper
https://portal.mardi4nfdi.de/entity/Q4953115	2001-07-16	Paper
Lattice-Boltzmann hydrodynamics on parallel systems	2000-08-27	Paper
Implementation aspects of 3D lattice-BGK: Boundaries, accuracy, and a new fast relaxation method	1999-08-16	Paper

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