| Publication | Date of Publication | Type |
|---|
| Minimizing Congestion in Single-Source, Single-Sink Queueing Networks | 2023-10-17 | Paper |
| Randomness and early termination: what makes a game exciting? | 2023-06-12 | Paper |
| Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets | 2022-09-09 | Paper |
| Relating Modularity Maximization and Stochastic Block Models in Multilayer Networks | 2022-02-03 | Paper |
| Homogenisation applied to thermal radiation in porous media | 2021-12-08 | Paper |
| Pull out all the stops: Textual analysis via punctuation sequences | 2021-12-08 | Paper |
| Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading | 2021-06-21 | Paper |
| Inference of Edge Correlations in Multilayer Networks | 2019-08-11 | Paper |
| Customer mobility and congestion in supermarkets | 2019-05-30 | Paper |
| A note on oblique water entry | 2017-04-06 | Paper |
| Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach | 2016-05-20 | Paper |
| Community Detection in Temporal Multilayer Networks, with an Application to Correlation Networks | 2016-01-11 | Paper |
| Limit order books | 2014-01-23 | Paper |
| The Effect of Nonsmooth Payoffs on the Penalty Approximation of American Options | 2014-01-23 | Paper |
| Three-dimensional oblique water-entry problems at small deadrise angles | 2013-11-21 | Paper |
| Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach | 2013-01-25 | Paper |
| Asymptotic Approximations for Asian, European, and American Options with Discrete Averaging or Discrete Dividend/Coupon Payments | 2013-01-25 | Paper |
| Partial Differential Equations That Are Hard to Classify | 2013-01-24 | Paper |
| Games with Exhaustible Resources | 2011-04-08 | Paper |
| Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance | 2010-02-05 | Paper |
| Modelling spikes and pricing swing options in electricity markets | 2010-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3532298 | 2008-11-03 | Paper |
| Non-classical shallow water flows | 2008-06-27 | Paper |
| A class of exactly solvable free-boundary inhomogeneous porous medium flows | 2007-12-06 | Paper |
| Conserved quantities in Stokes flow with free surfaces | 2007-08-15 | Paper |
| A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options | 2007-06-07 | Paper |
| A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options | 2007-06-07 | Paper |
| Ray methods for free boundary problems | 2007-03-30 | Paper |
| A free boundary problem arising in a model for shallow water entry at small deadrise angles | 2007-02-07 | Paper |
| Matched asymptotic expansions in financial engineering | 2006-09-04 | Paper |
| A comparison of option prices under different pricing measures in a stochastic volatility model with correlation | 2006-05-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3375971 | 2006-03-17 | Paper |
| Droplet impact on a thin fluid layer | 2006-01-03 | Paper |
| On the pricing and hedging of volatility derivatives | 2005-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4661505 | 2005-03-23 | Paper |
| Global existence, singular solutions, and ill-posedness for the Muskat problem | 2005-01-12 | Paper |
| Oblique slamming, planing and skimming | 2004-08-06 | Paper |
| Mushy Regions in Negative Squeeze Films | 2004-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4423423 | 2003-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4412771 | 2003-07-15 | Paper |
| Deep- and shallow-water slamming at small and zero deadrise angles | 2003-03-10 | Paper |
| Trading volume in models of financial derivatives | 2002-09-05 | Paper |
| Application of multi-agent games to the prediction of financial time series | 2001-10-23 | Paper |
| A note on the two-phase Hele-Shaw problem | 2001-06-13 | Paper |
| Two-dimensional Stokes and Hele-Shaw flows with free surfaces | 2001-02-21 | Paper |
| Two-dimensional Stokes flow with suction and small surface tension | 2000-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4253245 | 1999-08-09 | Paper |
| Dynamics of line singularities | 1998-11-16 | Paper |
| A mathematical model for drying paint layers | 1998-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4887221 | 1997-01-22 | Paper |
| Asymptotics of violent surface motion | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865741 | 1996-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4863379 | 1996-02-04 | Paper |
| The Mathematics of Financial Derivatives | 1995-11-15 | Paper |
| An Equilibrium Theory of Dislocation Continua | 1995-07-23 | Paper |
| Applied mathematics and finance | 1995-05-14 | Paper |
| Some mathematical results in the pricing of American options | 1994-10-10 | Paper |
| On the stability of Poiseuille flow of a Bingham fluid | 1994-08-30 | Paper |
| On the classification of solutions to the zero-surface-tension model for Hele-Shaw free boundary flows | 1994-04-27 | Paper |
| A MODEL FOR NON-SMOOTH FREE BOUNDARIES IN HELE-SHAW FLOWS | 1994-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4278412 | 1994-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4275087 | 1994-02-08 | Paper |
| Stationary solutions to the thermistor problem | 1993-08-15 | Paper |
| Fluorescent Transfer of Light in Dyed Materials | 1993-06-29 | Paper |
| Macroscopic Models for Superconductivity | 1993-05-16 | Paper |
| Temperature Surges in Current-Limiting Circuit Devices | 1993-01-16 | Paper |
| Complex variable methods in Hele–Shaw moving boundary problems | 1992-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972361 | 1992-06-25 | Paper |
| Normal/superconducting transitions in Landau–Ginzburg theory | 1991-01-01 | Paper |
| Incompressible water-entry problems at small deadrise angles | 1991-01-01 | Paper |
| Some remarks on the regularization of supercooled one-phase Stefan problems in one dimension | 1990-01-01 | Paper |
| IRREGULAR MORPHOLOGIES IN UNSTABLE HELE-SHAW FREE-BOUNDARY PROBLEMS | 1990-01-01 | Paper |
| A note on the thermistor problem in two space dimensions | 1989-01-01 | Paper |
| Asymptotic behavior of solutions to the Stefan problem with a kinetic condition at the free boundary | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3477410 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3477411 | 1989-01-01 | Paper |
| Explicit Solutions to Six Free-Boundary Problems in Fluid Flow and Diffusion | 1989-01-01 | Paper |
| Slot suction from inviscid channel flow | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3491483 | 1988-01-01 | Paper |
| Similarity Solutions to the Stefan Problem and the Binary Alloy Problem | 1988-01-01 | Paper |
| Existence and Stability for Spherical Crystals Growing in a Supersaturated Solution | 1987-01-01 | Paper |
| Cusp Development in Hele–Shaw Flow with a Free Surface | 1986-01-01 | Paper |
| Fingering in Hele-Shaw cells | 1986-01-01 | Paper |
| Bubble growth in porous media and Hele–Shaw cells | 1986-01-01 | Paper |
| Computation of Hele-Shaw flows with free boundaries | 1985-01-01 | Paper |
| SINGULARITY DEVELOPMENT IN MOVING-BOUNDARY PROBLEMS | 1985-01-01 | Paper |