| Publication | Date of Publication | Type |
|---|
| A fast Fourier transform based direct solver for the Helmholtz problem | 2020-07-02 | Paper |
| A Parallel Domain Decomposition Method for the Helmholtz Equation in Layered Media | 2019-10-30 | Paper |
| A fast Fourier transform based direct solver for the Helmholtz problem | 2018-09-11 | Paper |
| ADI schemes for valuing European options under the Bates model | 2018-05-11 | Paper |
| Application of Operator Splitting Methods in Finance | 2017-09-01 | Paper |
| A Domain Embedding Method for Scattering Problems with an Absorbing Boundary or a Perfectly Matched Layer | 2017-05-09 | Paper |
| BENCHOP – The BENCHmarking project in option pricing | 2016-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5177080 | 2015-03-05 | Paper |
| An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps | 2015-01-23 | Paper |
| IMEX schemes for pricing options under jump-diffusion models | 2014-07-10 | Paper |
| A high-order front-tracking finite difference method for pricing American options under jump-diffusion models | 2014-04-23 | Paper |
| LOCAL CONTROL OF SOUND IN STOCHASTIC DOMAINS BASED ON FINITE ELEMENT MODELS | 2013-08-30 | Paper |
| A Projected Algebraic Multigrid Method for Linear Complementarity Problems | 2013-01-24 | Paper |
| Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models | 2013-01-22 | Paper |
| A hybrid discontinuous Galerkin method for computing the ground state solution of Bose-Einstein condensates | 2012-08-19 | Paper |
| Overview of the discontinuous enrichment method, the ultra-weak variational formulation, and the partition of unity method for acoustic scattering in the medium frequency regime and performance comparisons | 2012-07-02 | Paper |
| An iterative method for pricing American options under jump-diffusion models | 2011-05-17 | Paper |
| Lagrange Multiplier Approach with Optimized Finite Difference Stencils for Pricing American Options under Stochastic Volatility | 2010-08-16 | Paper |
| A Componentwise Splitting Method for Pricing American Options Under the Bates Model | 2010-03-17 | Paper |
| Preconditioned iterative methods on sparse subspaces | 2009-10-30 | Paper |
| A domain decomposition method for discontinuous Galerkin discretizations of Helmholtz problems with plane waves and Lagrange multipliers | 2009-10-12 | Paper |
| Operator splitting methods for pricing American options under stochastic volatility | 2009-09-14 | Paper |
| Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model | 2009-07-22 | Paper |
| A damping preconditioner for time-harmonic wave equations in fluid and elastic material | 2009-03-09 | Paper |
| A domain decomposition solver for acoustic scattering by elastic objects in layered media | 2008-10-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3526616 | 2008-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5453896 | 2008-04-03 | Paper |
| Efficient numerical methods for pricing American options under stochastic volatility | 2008-01-23 | Paper |
| An algebraic multigrid based shifted-Laplacian preconditioner for the Helmholtz equation | 2007-10-19 | Paper |
| COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY | 2007-06-20 | Paper |
| A fast iterative solver for scattering by elastic objects in layered media | 2007-05-30 | Paper |
| A fast direct solver for elliptic problems with a divergence constraint | 2005-09-21 | Paper |
| A multigrid preconditioner and automatic differentiation for non-equilibrium radiation diffusion problems | 2005-06-13 | Paper |
| Domain Embedding/Controllability Methods for the Conjugate Gradient Solution of Wave Propagation Problems | 2005-03-10 | Paper |
| Operator splitting methods for American option pricing. | 2005-03-07 | Paper |
| Numerical comparison of some penalty-based constraint handling techniques in genetic algorithms | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4450216 | 2004-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4450296 | 2004-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4450324 | 2004-02-15 | Paper |
| Fast direct solution of the Helmholtz equation with a perfectly matched layer or an absorbing boundary condition | 2004-02-03 | Paper |
| A Parallel Fictitious Domain Method for the Three-Dimensional Helmholtz Equation | 2004-01-20 | Paper |
| Interactive solution approach to a multiobjective optimization problem in a paper machine headbox design | 2003-10-29 | Paper |
| Multilevel preconditioners for Lagrange multipliers in domain imbedding | 2003-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4426247 | 2003-09-16 | Paper |
| Efficient metacomputing of elliptic linear and non-linear problems. | 2003-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4537019 | 2002-11-06 | Paper |
| Computation of a few smallest eigenvalues of elliptic operators using fast elliptic solvers | 2002-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2760339 | 2001-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518053 | 2001-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2702715 | 2001-09-20 | Paper |
| A finite element method for virtual reality data | 2000-09-14 | Paper |
| A moving mesh fictitious domain approach for shape optimization problems | 2000-07-27 | Paper |
| Multidisciplinary shape optimization in aerodynamics and electromagnetics using genetic algorithms | 2000-01-11 | Paper |
| A Parallel Fast Direct Solver for Block Tridiagonal Systems with Separable Matrices of Arbitrary Dimension | 1999-06-24 | Paper |
| A Nonstandard Cyclic Reduction Method, Its Variants and Stability | 1999-05-18 | Paper |
| Fictitious domain methods for the numerical solution of two-dimensional scattering problems | 1999-03-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4372665 | 1997-12-16 | Paper |
