| Publication | Date of Publication | Type |
|---|
Finite-difference bisection algorithms for free boundaries of American options
Journal of the Korea Society for Industrial and Applied Mathematics | 2015-10-14 | Paper |
Reproducing polynomial particle methods for boundary integral equations
Computational Mechanics | 2012-05-09 | Paper |
A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models
SIAM Journal on Numerical Analysis | 2012-02-22 | Paper |
A second-order tridiagonal method for American options under jump-diffusion models
SIAM Journal on Scientific Computing | 2011-12-07 | Paper |
A Laplace transform finite difference method for the Black-Scholes equation
Mathematical and Computer Modelling | 2010-07-16 | Paper |
Parameter estimation approach to the free boundary for the pricing of an American call option
Computers & Mathematics with Applications | 2008-03-11 | Paper |
Numerical estimation of diffusivity in a nonhysteretic infiltration problem
Computers & Mathematics with Applications | 2008-02-11 | Paper |
Computational Science and Its Applications – ICCSA 2004
Lecture Notes in Computer Science | 2007-07-19 | Paper |
Computational Science and Its Applications – ICCSA 2004
Lecture Notes in Computer Science | 2007-07-19 | Paper |
A direct solver for the Legendre tau approximation for the two-dimensional Poisson problem
Journal of Applied Mathematics and Computing | 2007-04-05 | Paper |
Estimation of local volatilities in a generalized Black-Scholes model
Applied Mathematics and Computation | 2005-02-23 | Paper |
A spectral approximation scheme for the Stokes equations
Mathematical and Computer Modelling | 2005-02-22 | Paper |
A flexible inverse Laplace transform algorithm and its application
Computing | 2003-12-16 | Paper |
Parameter estimation in two-dimensional space by mixed Chebyshev--Legendre approximations
Journal of Scientific Computing | 2003-08-20 | Paper |
A Collocation Method for the Gurtin--MacCamy Equation with Finite Life-Span
SIAM Journal on Numerical Analysis | 2002-07-08 | Paper |
Parameter identification by mixed spectral-pseudospectral approximations
Acta Mathematicae Applicatae Sinica. English Series | 2002-05-05 | Paper |
Parameter estimation by spectral approximation
Applied Mathematics and Computation | 2001-03-07 | Paper |
Parameter estimation in nonlinear age-dependent population dynamics
IMA Journal of Applied Mathematics | 2000-10-25 | Paper |
| scientific article; zbMATH DE number 1457404 (Why is no real title available?) | 2000-06-12 | Paper |
A new approach for numerical identification of conductivity
Applied Mathematics and Computation | 2000-03-06 | Paper |
Second-Order Accurate Difference Methods for a One-Sex Model of Population Dynamics
SIAM Journal on Numerical Analysis | 1994-01-04 | Paper |
$L^\infty $-Error Estimates for Mixed Methods for Semilinear Second-Order Elliptic Equations
SIAM Journal on Numerical Analysis | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4013935 (Why is no real title available?) | 1986-01-01 | Paper |
