Articles

type: Journal
Title DOI Date type
A combined compact difference scheme for option pricing in the exponential jump-diffusion models 10.1186/s13662-019-2431-7 Journal
Optimization of multi-period portfolio model after fitting best distribution # Journal
Comments on strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems # Journal
Free Assets and Their Relations with Riskless Assets # Journal
Portfolio Selection under condition of Variable Weights # Journal
Tangency Portfolios in the LP Solvable Portfolio Selection Models # Journal
Producing the Tangency Portfolio as a Corner of Portfolio # Journal
Option pricing for infinite variance data # Journal
On the Ideal-Reducibility of Semigroups of Positive Operators on Banach Lattices # Journal
Irreducible subalgebras of quasi-normed operator ideals # Journal
ON THE IDEAL-TRIANGULARIZABILITY OF POSITIVE OPERATORS ON BANACH LATTICES # Journal
ON THE IDEAL-TRIANGULARIZABILITY OF SEMIGROUPS OF QUASINILPOTENT POSITIVE OPERATORS ON C(K) # Journal
type: Conference
Title Date type
Multilevel Monte-Carlo Simulation Applied to Levy Driven Assets Conference
On The Numerical Stability of Strong Predictor-Corrector Euler Schemes for SDEs Conference
Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformation Conference
On the Option Pricing Models Conference
Real-Life Applications of Operator Theory Conference
Solving the Black-Scholes equation through a higher order comp act finite difference method Conference
Data Modelling and Applied Harmonic Analysis Conference
The importance of the Perron-Frobenius theorem Conference