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 |
|---|---|---|
| A BLAS based C library for exact linear algebra on integer matrices Proceedings of the 2005 international symposium on Symbolic and algebraic computation | 2015-07-16 | Paper |
| A new relative efficiency in parameter estimation for linear model Journal of Chongqing University. English Edition | 2012-07-02 | Paper |
| Implications of a regime-switching model on natural gas storage valuation and optimal operation Quantitative Finance | 2010-03-12 | Paper |
| A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation SIAM Journal on Scientific Computing | 2009-03-10 | Paper |
| A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) Numerische Mathematik | 2008-08-20 | Paper |
Research outcomes over time
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