Drona Kandhai

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
Understanding complex dynamics in derivatives finance: why do options markets smile? Advances in Complex Systems	2024-06-14	Paper
Efficient exposure computation by risk factor decomposition Quantitative Finance	2019-02-06	Paper
Liquidity risk in derivatives valuation: an improved credit proxy method Quantitative Finance	2018-11-14	Paper
Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk Quantitative Finance	2018-11-13	Paper
Incorporating contagion in portfolio credit risk models using network theory Complexity	2018-01-29	Paper
Efficient computation of exposure profiles for counterparty credit risk International Journal of Theoretical and Applied Finance	2014-08-08	Paper
Shear-induced self-diffusion and microstructure in non-Brownian suspensions at non-zero Reynolds numbers Journal of Fluid Mechanics	2005-06-07	Paper
Coupled lattice-Boltzmann and finite-difference simulation of electroosmosis in microfluidic channels International Journal for Numerical Methods in Fluids	2005-03-04	Paper
scientific article; zbMATH DE number 2009925 (Why is no real title available?)	2003-11-26	Paper
Numerical simulation and measurement of liquid hold-up in biporous media containing discrete stagnant zones Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences	2002-08-18	Paper
Iterative momentum relaxation for fast lattice-Boltzmann simulations Future Generation Computer Systems	2002-07-14	Paper
Finite difference lattice-BGK methods on nested grids Computer Physics Communications	2002-01-02	Paper
scientific article; zbMATH DE number 1443850 (Why is no real title available?)	2001-07-16	Paper
Lattice-Boltzmann hydrodynamics on parallel systems Computer Physics Communications	2000-08-27	Paper
Implementation aspects of 3D lattice-BGK: Boundaries, accuracy, and a new fast relaxation method Journal of Computational Physics	1999-08-16	Paper

Research outcomes over time

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