| Publication | Date of Publication | Type |
|---|
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Quantitative Finance | 2022-05-27 | Paper |
Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Asia-Pacific Financial Markets | 2019-06-04 | Paper |
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Asia-Pacific Financial Markets | 2018-12-03 | Paper |
Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints
Asia-Pacific Financial Markets | 2018-12-03 | Paper |
Application of homotopy analysis method to option pricing under Lévy processes
Asia-Pacific Financial Markets | 2015-02-04 | Paper |
Properties of optimal smooth functions in additive models for hedging multivariate derivatives
Asia-Pacific Financial Markets | 2012-07-17 | Paper |
| Classification of solutions to the reflection equation for the critical \(\mathbb Z_N\)-symmetric vertex model. I | 2011-05-31 | Paper |
| Reflection equation for the N=3 Cremmer-Gervais R-matrix | 2010-02-01 | Paper |
Optimal hedging of prediction errors using prediction errors
Asia-Pacific Financial Markets | 2008-09-10 | Paper |
A new computational tool for analysing dynamic hedging under transaction costs
Quantitative Finance | 2008-08-07 | Paper |
Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis
Applied Mathematical Finance | 2007-06-07 | Paper |
AN EFFICIENT CALIBRATION METHOD FOR THE MULTI-FACTOR LIBOR MARKET MODEL AND ITS APPLICATION TO THE JAPANESE MARKET
International Journal of Theoretical and Applied Finance | 2007-02-08 | Paper |
Properties of multinomial lattices with cumulants for option pricing and hedging
Asia-Pacific Financial Markets | 2006-11-17 | Paper |
VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
A remark on solutions of reflection equation for the critical ZN-symmetric vertex model
Journal of Physics A: Mathematical and General | 2004-06-22 | Paper |
Global optimization for robust control synthesis based on the matrix product eigenvalue problem
International Journal of Robust and Nonlinear Control | 2004-02-23 | Paper |
Segre threefold and \(N=3\) reflection equation
Physics Letters. A | 2002-06-19 | Paper |
| scientific article; zbMATH DE number 1728305 (Why is no real title available?) | 2002-04-15 | Paper |
Author's reply: Remarks on global optimization algorithm for \(H_ \infty\) control by H. D. Tuan.
IEEE Transactions on Automatic Control | 2001-08-05 | Paper |
| scientific article; zbMATH DE number 1321950 (Why is no real title available?) | 2001-04-11 | Paper |
Bethe ansatz equations for the broken \(\mathbb Z_ N\)-symmetric model.
Journal of Statistical Physics | 2001-01-16 | Paper |
An LMI approach to local optimization for constantly scaled H control problems
International Journal of Control | 2001-01-03 | Paper |
Computational complexity in robust controller synthesis
Learning, control and hybrid systems | 1999-02-23 | Paper |
Global optimization for H/sub ∞/ control with constant diagonal scaling
IEEE Transactions on Automatic Control | 1999-01-14 | Paper |
