| Publication | Date of Publication | Type |
|---|
Asymptotic approximations for pricing derivatives under mean-reverting processes
International Journal of Theoretical and Applied Finance | 2016-08-26 | Paper |
Asymptotic approximations to deterministic and stochastic volatility models
SIAM Journal on Financial Mathematics | 2012-04-19 | Paper |
THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS
International Journal of Theoretical and Applied Finance | 2009-11-09 | Paper |
| Asymptotic approximations in financial mathematics | 2009-07-27 | Paper |
Quarantine in a multi-species epidemic model with spatial dynamics
Mathematical Biosciences | 2007-07-17 | Paper |
A multi-species epidemic model with spatial dynamics
Mathematical Medicine and Biology: A Journal of the IMA | 2005-10-18 | Paper |
Asymptotic Behavior in a Model of Dispersive Wave Turbulence
Nonlinear PDE’s in Condensed Matter and Reactive Flows | 2005-04-11 | Paper |
A statistical approach to the asymptotic behavior of a class of generalized nonlinear Schrödinger equations
Communications in Mathematical Physics | 2004-03-11 | Paper |
| Coherent structures and statistical equilibrium states in a model of dispersive wave turbulence | 2002-08-28 | Paper |
| scientific article; zbMATH DE number 1329626 (Why is no real title available?) | 2002-04-09 | Paper |
Statistical equilibrium states for the nonlinear Schrödinger equation
Mathematics and Computers in Simulation | 2001-07-12 | Paper |
| scientific article; zbMATH DE number 1495733 (Why is no real title available?) | 2001-06-05 | Paper |
Ideal magnetofluid turbulence in two dimensions
Journal of Statistical Physics | 2001-01-18 | Paper |
| scientific article; zbMATH DE number 1735890 (Why is no real title available?) | 2001-01-01 | Paper |
A mean-field statistical theory for the nonlinear Schrödinger equation
Physica D | 2000-09-26 | Paper |
| scientific article; zbMATH DE number 1330231 (Why is no real title available?) | 2000-04-13 | Paper |
Statistical mechanics of three-dimensional magnetohydrodynamics in a multiply connected domain
Physica D | 2000-02-01 | Paper |
| scientific article; zbMATH DE number 1222709 (Why is no real title available?) | 1999-07-04 | Paper |
Statistical mechanics of organized structures in two-dimensional magnetofluid turbulence
Nonlinear Analysis: Theory, Methods & Applications | 1999-04-07 | Paper |
The Variational Formulation of the Fokker--Planck Equation
SIAM Journal on Mathematical Analysis | 1998-05-11 | Paper |
| scientific article; zbMATH DE number 1114416 (Why is no real title available?) | 1998-02-08 | Paper |
Free energy and the Fokker-Planck equation
Physica D | 1997-11-12 | Paper |
| scientific article; zbMATH DE number 862361 (Why is no real title available?) | 1996-12-09 | Paper |
| scientific article; zbMATH DE number 852281 (Why is no real title available?) | 1996-03-06 | Paper |
A statistical equilibrium model of coherent structures in magnetohydrodynamics
Nonlinearity | 1995-08-27 | Paper |
