| Publication | Date of Publication | Type |
|---|
| Girsanov, Numeraires, and All That | 2022-12-19 | Paper |
Probability distribution in the SABR model of stochastic volatility
Springer Proceedings in Mathematics & Statistics | 2018-12-11 | Paper |
Approximate Formulas for Zero‐coupon Bonds
Applied Mathematical Finance | 2007-10-11 | Paper |
| scientific article; zbMATH DE number 1865386 (Why is no real title available?) | 2003-02-06 | Paper |
Markov interest rate models
Applied Mathematical Finance | 2002-09-05 | Paper |
Equivalent Black volatilities
Applied Mathematical Finance | 2002-09-04 | Paper |
Explicit half-range expansions for Sturm–Liouville operators
European Journal of Applied Mathematics | 2000-01-04 | Paper |
Colored noise and a characteristic level crossing problem
Journal of Mathematical Physics | 1998-10-07 | Paper |
| scientific article; zbMATH DE number 1104540 (Why is no real title available?) | 1998-08-20 | Paper |
Mixed Convective Conjugate Heat Transfer from a Vertical Flat Plate
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik | 1998-03-02 | Paper |
| scientific article; zbMATH DE number 1104479 (Why is no real title available?) | 1998-03-02 | Paper |
| scientific article; zbMATH DE number 962853 (Why is no real title available?) | 1997-01-08 | Paper |
Optimal pricing, use and exploration of uncertain natural resources
Applied Mathematical Finance | 1995-09-04 | Paper |
| scientific article; zbMATH DE number 772401 (Why is no real title available?) | 1995-07-13 | Paper |
Light-off Behavior of Catalytic Converters
SIAM Journal on Applied Mathematics | 1994-09-14 | Paper |
Multiple Reaction Fronts in the Oxidation-Reduction of Iron-Rich Uranium Ores
SIAM Journal on Applied Mathematics | 1994-02-24 | Paper |
Half-range analysis of a counter-current separator
Journal of Mathematical Analysis and Applications | 1992-09-27 | Paper |
Evolutionary Walks on Rugged Landscapes
SIAM Journal on Applied Mathematics | 1992-06-25 | Paper |
Productivity enhancement in hydrofractured oil reservoirs
European Journal of Applied Mathematics | 1990-01-01 | Paper |
The distribution of exit times for weakly colored noise
Journal of Statistical Physics | 1989-01-01 | Paper |
Mean Exit times for Particles Driven by Weakly Colored Noise
SIAM Journal on Applied Mathematics | 1989-01-01 | Paper |
Runaway in Highly Sensitive Tubular Reactors
SIAM Journal on Applied Mathematics | 1988-01-01 | Paper |
A Simple Approach to Highly Sensitive Tubular Reactors
SIAM Journal on Applied Mathematics | 1988-01-01 | Paper |
Equilibrium Temperature Profiles in Highly Sensitive Tubular Reactors
SIAM Journal on Applied Mathematics | 1987-01-01 | Paper |
Uptake Curves for Fickian Diffusion
SIAM Journal on Applied Mathematics | 1986-01-01 | Paper |
Internal Oxidation of Binary Alloys
SIAM Journal on Applied Mathematics | 1985-01-01 | Paper |
Stratified layer formation in particle suspensions
Physica D | 1985-01-01 | Paper |
The Effects of Surface Poisons on the Oxidation of Binary Alloys
SIAM Journal on Applied Mathematics | 1985-01-01 | Paper |
Spiral Waves in Reaction-Diffusion Equations
SIAM Journal on Applied Mathematics | 1982-01-01 | Paper |
Traveling Wave and Multiple Traveling Wave Solutions of Parabolic Equations
SIAM Journal on Mathematical Analysis | 1982-01-01 | Paper |
The Instability of Nonmonotonic Wave Solutions of Parabolic Equations
Studies in Applied Mathematics | 1981-01-01 | Paper |
Target patterns in reaction-diffusion systems
Advances in Applied Mathematics | 1981-01-01 | Paper |
Spatial structures in predator-prey communities with hereditary effects and diffusion
Mathematical Biosciences | 1979-01-01 | Paper |
