| Publication | Date of Publication | Type |
|---|
Second order expansion for implied volatility in two factor local stochastic volatility models and applications to the dynamic \(\lambda\)-SABR model
Springer Proceedings in Mathematics & Statistics | 2018-12-11 | Paper |
On the probability density function of baskets
Springer Proceedings in Mathematics & Statistics | 2018-12-11 | Paper |
Small-time asymptotics for the at-the-money implied volatility in a multi-dimensional local volatility model
Springer Proceedings in Mathematics & Statistics | 2018-12-11 | Paper |
Asymptotics beats Monte Carlo: the case of correlated local vol baskets
Communications on Pure and Applied Mathematics | 2014-10-09 | Paper |
The Heston Riemannian distance function
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2014-02-27 | Paper |
Asymptotics of implied volatility in local volatility models
Mathematical Finance | 2013-05-14 | Paper |
Multi-asset stochastic local variance contracts
Mathematical Finance | 2011-02-02 | Paper |
Generalized uncorrelated SABR models with a high degree of symmetry
Quantitative Finance | 2010-08-05 | Paper |
scientific article; zbMATH DE number 5586154 (Why is no real title available?)
| 2009-07-23 | Paper |
Regularity of the free boundary of an American option on several assets
Communications on Pure and Applied Mathematics | 2009-06-30 | Paper |
Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios
Insurance Mathematics & Economics | 2009-03-04 | Paper |
Generating integrable one dimensional driftless diffusions
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-12-14 | Paper |
CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS
International Journal of Theoretical and Applied Finance | 2006-10-16 | Paper |
Static-arbitrage upper bounds for the prices of basket options
Quantitative Finance | 2006-03-08 | Paper |
Static-arbitrage optimal subreplicating strategies for basket options
Insurance Mathematics & Economics | 2006-03-08 | Paper |
Sharp Upper and Lower Bounds for Basket Options
Applied Mathematical Finance | 2005-10-27 | Paper |
Optimal regularity in a variational problem for current sheets in ideal magnetohydrodynamics
Journal of Mathematical Physics | 2004-12-14 | Paper |
scientific article; zbMATH DE number 2033594 (Why is no real title available?)
| 2004-01-27 | Paper |
Asymptotic Massey products, induced currents and Borromean torus links
Journal of Mathematical Physics | 2001-08-30 | Paper |
On the representation of inhomogeneous linear force-free fields
Journal of Mathematical Physics | 2001-08-30 | Paper |
Variational problems with topological constraints
Calculus of Variations and Partial Differential Equations | 2001-05-06 | Paper |
Two-dimensional magnetohydrodynamic equilibria with prescribed topology.
Communications on Pure and Applied Mathematics | 2001-04-26 | Paper |
A lower bound for the energy of magnetic fields supported in linked tori
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2001-03-12 | Paper |
Topological rearrangement of a function
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-06-09 | Paper |
Quantitative modeling of derivative securities. From theory and practice
| 2000-01-01 | Paper |
scientific article; zbMATH DE number 1344855 (Why is no real title available?)
| 1999-09-28 | Paper |
Sur une décomposition topologique des fonctions de Sobolev et sur la localisation de l'énergie dans les plasmas idéaux
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1998-10-05 | Paper |
scientific article; zbMATH DE number 897320 (Why is no real title available?)
| 1996-11-11 | Paper |
Existence of three-dimensional toroidal MHD equilibria with nonconstant pressure
| 1996-09-18 | Paper |
A gradient bound for the Grad-Kruskal-Kulsrud functional
Mathematical Research Letters | 1996-01-08 | Paper |
A new approach to queer differential equations
Communications on Pure and Applied Mathematics | 1995-05-21 | Paper |
scientific article; zbMATH DE number 599225 (Why is no real title available?)
Indiana University Mathematics Journal | 1994-10-30 | Paper |
Some Monotonicity and Convexity Results for Integral Means
Zeitschrift für Naturforschung A | 1994-09-27 | Paper |
scientific article; zbMATH DE number 500754 (Why is no real title available?)
| 1994-09-25 | Paper |
scientific article; zbMATH DE number 447030 (Why is no real title available?)
| 1994-01-09 | Paper |
scientific article; zbMATH DE number 27185 (Why is no real title available?)
| 1992-06-27 | Paper |
On Woltjer’s variational principle for force-free fields
Journal of Mathematical Physics | 1992-06-26 | Paper |
scientific article; zbMATH DE number 5641 (Why is no real title available?)
Indiana University Mathematics Journal | 1992-06-25 | Paper |
Convergence of a sequence of free boundary problems associated with the grad variational problem in plasma physics
Communications on Pure and Applied Mathematics | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4132982 (Why is no real title available?)
| 1990-01-01 | Paper |
On the convexity of geometric functionals of level for solutions of certain elliptic partial differential equations
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4171550 (Why is no real title available?)
Indiana University Mathematics Journal | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4140291 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4086020 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4089997 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4030039 (Why is no real title available?)
| 1987-01-01 | Paper |
Some rigorous results concerning spectral theory for ideal MHD
Journal of Mathematical Physics | 1986-01-01 | Paper |
The ballooning spectrum of rotating plasmas
Journal of Mathematical Physics | 1984-01-01 | Paper |
Justification of the mhd energy principle for the stability of a confined toroidal plasma
Communications on Pure and Applied Mathematics | 1983-01-01 | Paper |
