| Publication | Date of Publication | Type |
|---|
| Parameter estimation inspired by temperature measurements for a chemotactic model of honeybee thermoregulation | 2023-06-12 | Paper |
| Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion | 2023-01-25 | Paper |
| Fitted finite volume method for unsaturated flow parabolic problems with space degeneration | 2022-04-22 | Paper |
| Numerical method for optimal portfolio in an exponential utility regime-switching model | 2022-02-17 | Paper |
| Efficient finite difference method for optimal portfolio in a power utility regime-switching model | 2022-02-16 | Paper |
| Penalty method for indifference pricing of American option in a liquidity switching market | 2021-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4993782 | 2021-06-16 | Paper |
| Exponential finite difference scheme for transport equations with discontinuous coefficients in porous media | 2021-04-14 | Paper |
| Fitted finite volume method for indifference pricing in an exponential utility regime-switching model | 2021-02-03 | Paper |
| Numerical Simulation of Thermoelastic Nonlinear Waves in Fluid Saturated Porous Media with Non-local Darcy Law | 2020-09-03 | Paper |
| A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance | 2020-08-25 | Paper |
| Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks | 2020-08-03 | Paper |
| A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models | 2020-07-20 | Paper |
| Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards’ Equation | 2020-07-20 | Paper |
| Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method | 2020-07-20 | Paper |
| Numerical analysis of one dimensional motion of magma without mass forces | 2019-11-05 | Paper |
| Two-Grid Newton Algorithms for a System of Heat Conducting Gas Equations | 2019-10-10 | Paper |
| Positivity preserving numerical method for optimal portfolio in a power utility two-dimensional regime-switching model | 2019-06-05 | Paper |
| Modified Barrier Penalization Method for Pricing American Options | 2019-02-28 | Paper |
| High Order Compact Schemes for Option Pricing with Liquidity Shocks | 2019-02-28 | Paper |
| A two-grid penalty method for American options | 2018-11-05 | Paper |
| Fast computational approach to the delta Greek of non-linear Black-Scholes equations | 2018-06-12 | Paper |
| Numerical solution of time-fractional Black-Scholes equation | 2018-02-23 | Paper |
| Computation of Delta Greek for Non-linear Models in Mathematical Finance | 2017-07-07 | Paper |
| A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term. | 2017-02-09 | Paper |
| Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model | 2017-01-12 | Paper |
| On splitting-based numerical methods for nonlinear models of European options | 2016-07-19 | Paper |
| Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model | 2016-06-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2797283 | 2016-04-05 | Paper |
| A second-order positivity preserving numerical method for gamma equation | 2016-01-18 | Paper |
| A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem | 2015-10-19 | Paper |
| Efficient Application of the Two-Grid Technique for Solving Time-Fractional Non-linear Parabolic Problem | 2015-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5247407 | 2015-04-24 | Paper |
| Operator splitting kernel based numerical method for a generalized Leland's model | 2014-09-29 | Paper |
| Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance | 2014-05-14 | Paper |
| Positivity Preserving Numerical Method for Non-linear Black-Scholes Models | 2013-11-06 | Paper |
| Two positivity preserving flux limited, second-order numerical methods for a haptotaxis model | 2013-09-05 | Paper |
| A Kernel-Based Algorithm for Numerical Solution of Nonlinear PDEs in Finance | 2012-07-16 | Paper |
| Numerical Solution via Transformation Methods of Nonlinear Models in Option Pricing | 2012-01-30 | Paper |
| Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains | 2011-11-10 | Paper |
| Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference | 2011-02-11 | Paper |
| A Numerical Study of a Parabolic Monge-Ampère Equation in Mathematical Finance | 2011-02-11 | Paper |
| Two-Grid Decoupling Method for Elliptic Problems on Disjoint Domains | 2011-01-18 | Paper |
| Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics | 2011-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3651789 | 2009-12-16 | Paper |
| A Two-grid Algorithm for Implementation of Fully Conservative Difference Schemes of the Gas Dynamics Equations | 2009-12-15 | Paper |
| Immersed Interface Difference Schemes for a Parabolic-Elliptic Interface Problem | 2009-03-26 | Paper |
| A Second-Order Cartesian Grid Finite Volume Technique for Elliptic Interface Problems | 2009-03-26 | Paper |
| A Two-Grid Approximation of an Interface Problem for the Nonlinear Poisson-Boltzmann Equation | 2009-03-24 | Paper |
| FINITE ELEMENT SOLUTION OF BOUNDARY VALUE PROBLEMS WITH NONLOCAL JUMP CONDITIONS | 2009-02-12 | Paper |
| Large-Scale Scientific Computing | 2007-11-15 | Paper |
| Numerical Analysis of Blow-Up Weak Solutions to Semilinear Hyperbolic Equations | 2007-09-03 | Paper |
| Blow-up of continuous and semidiscrete solutions to elliptic equations with semilinear dynamical boundary conditions of parabolic type | 2007-04-13 | Paper |
| Numerical solution of the heat equation with nonlinear boundary conditions in unbounded domains | 2007-03-30 | Paper |
| Large-Scale Scientific Computing | 2006-11-21 | Paper |
| Numerical Analysis and Its Applications | 2005-12-02 | Paper |
| On the blow up of finite difference solutions to the heat-diffusion equation with semilinear dynamical boundary conditions | 2005-02-22 | Paper |
