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Results: 3,604
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  • Madan, D. B., Pistorius, M., & Schoutens, W. (2011). The valuation of structured products using Markov chain models. Quantitative Finance, 13(1), 125-136. https://doi.org/10.1080/14697688.2011.605383
  • Mijatović, A., & Pistorius, M. (2011). Continuously monitored barrier options under Markov processes. Mathematical Finance, 23(1), 1-38. https://doi.org/10.1111/j.1467-9965.2011.00486.x
  • de Jager, E. M. (2011). On the origin of the Korteweg-de Vries equation. In R. Baierl (Ed.), A. Festkolloquium "Rudolf Gorenflo. Fluide aus fraktionaler Sicht". B. Hans Gebeleins Turbulenz aus stochastischer Sicht, Wellen von Korteweg und de Vries, zelluläre Diffusion u.a. (Vol. 19, pp. 171-195). Berliner Mathematische Gesellschaft. http://www.berlmathges.de/publikat.htm
  • Buryak, A. (2011). Bott's residue formula for singular varieties. TWMS Journal of Pure and Applied Mathematics, V.2 (2011)(1), 17-21. http://iam.bsu.edu.az/az/content/contents
  • Buryak, A., & Shadrin, S. (2011). A new proof of Faberʼs intersection number conjecture. Advances in Mathematics, 228(1), 22-42. https://doi.org/10.1016/j.aim.2011.05.009
  • Buryak, A. Y. (2011). First non-zero terms for the Taylor expansion at 1 of the Conway potential function. Moscow University Mathematics Bulletin, 66(1), 41-43. https://doi.org/10.3103/S0027132211010086
  • Gugushvili, S., van Es, B., & Spreij, P. (2011). Deconvolution for an atomic distribution: rates of convergence. Journal of Nonparametric Statistics, 23(4), 1003-1029. https://doi.org/10.1080/10485252.2011.576763
  • Leijdekker, V., & Spreij, P. (2011). Explicit computations for a filtering problem with point process observations with applications to credit risk. Probability in the Engineering and Informational Sciences, 25(3), 393-418. https://doi.org/10.1017/S0269964811000076
  • Lilienthal, S., & Mandjes, M. (2011). Flow-level models for multipath routing. Performance Evaluation, 68(7), 551-574. https://doi.org/10.1016/j.peva.2010.10.002
  • Koornwinder, T. H., & Bouzeffour, F. (2011). Nonsymmetric Askey-Wilson polynomials as vector-valued polynomials. Applicable Analysis, 90(3-4), 731-746. https://doi.org/10.1080/00036811.2010.502117
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