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Matrix‐less methods for the spectral approximation of large non‐Hermitian Toeplitz matrices: A concise theoretical analysis and a numerical study.
- Published in:
- Numerical Linear Algebra with Applications, 2024, v. 31, n. 4, p. 1, doi. 10.1002/nla.2545
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- Article
Stopping problems with an unknown state.
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- Journal of Applied Probability, 2024, v. 61, n. 2, p. 515, doi. 10.1017/jpr.2023.52
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- Article
Monotonicity of implied volatility for perpetual put options.
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- Journal of Applied Probability, 2024, v. 61, n. 1, p. 301, doi. 10.1017/jpr.2023.36
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- Article
De Finetti's Control Problem with Competition.
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- Applied Mathematics & Optimization, 2023, v. 87, n. 2, p. 1, doi. 10.1007/s00245-022-09940-6
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- Article
Preconditioners for fractional diffusion equations based on the spectral symbol.
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- Numerical Linear Algebra with Applications, 2022, v. 29, n. 5, p. 1, doi. 10.1002/nla.2441
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- Article
A sequential estimation problem with control and discretionary stopping.
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- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 3, p. 151, doi. 10.3934/puqr.2022011
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- Article
Disorder detection with costly observations.
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- Journal of Applied Probability, 2022, v. 59, n. 2, p. 338, doi. 10.1017/jpr.2021.63
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- Article
Epitaxial Growth of CaMnO<sub>3–y</sub> Films on LaAlO<sub>3</sub>(112¯0) by Pulsed Direct Current Reactive Magnetron Sputtering.
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- Physica Status Solidi - Rapid Research Letters, 2022, v. 16, n. 4, p. 1, doi. 10.1002/pssr.202100504
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- Article
Dynkin Games with Incomplete and Asymmetric Information.
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- Mathematics of Operations Research, 2022, v. 47, n. 1, p. 560, doi. 10.1287/moor.2021.1141
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- Article
Bayesian Sequential Composite Hypothesis Testing in Discrete Time.
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- ESAIM: Probability & Statistics, 2022, v. 26, p. 265, doi. 10.1051/ps/2022005
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- Article
Auctions with an Invitation Cost.
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- International Game Theory Review, 2021, v. 23, n. 1, p. N.PAG, doi. 10.1142/S0219198920500140
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- Article
A renewal theory approach to two-state switching problems with infinite values.
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- Journal of Applied Probability, 2020, v. 57, n. 1, p. 1, doi. 10.1017/jpr.2019.74
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- Article
Eigenpairs of some particular band Toeplitz matrices: A comment.
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- Numerical Linear Algebra with Applications, 2020, v. 27, n. 1, p. N.PAG, doi. 10.1002/nla.2273
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- Article
Symbol-Based Analysis of Finite Element and Isogeometric B-Spline Discretizations of Eigenvalue Problems: Exposition and Review.
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- Archives of Computational Methods in Engineering, 2019, v. 26, n. 5, p. 1639, doi. 10.1007/s11831-018-9295-y
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- Article
AMERICAN OPTIONS AND INCOMPLETE INFORMATION.
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- International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 6, p. N.PAG, doi. 10.1142/S0219024919500353
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- Article
Formation mechanism and thermoelectric properties of CaMnO<sub>3</sub> thin films synthesized by annealing of Ca<sub>0.5</sub>Mn<sub>0.5</sub>O films.
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- Journal of Materials Science, 2019, v. 54, n. 11, p. 8482, doi. 10.1007/s10853-019-03496-7
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- Article
Are the eigenvalues of the B‐spline isogeometric analysis approximation of −Δu = λu known in almost closed form?
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- Numerical Linear Algebra with Applications, 2018, v. 25, n. 5, p. 1, doi. 10.1002/nla.2198
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- Article
DYNKIN GAMES WITH HETEROGENEOUS BELIEFS.
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- Journal of Applied Probability, 2017, v. 54, n. 1, p. 236, doi. 10.1017/jpr.2016.97
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- Article
MOMENTUM LIQUIDATION UNDER PARTIAU INFORMATION.
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- Journal of Applied Probability, 2016, v. 53, n. 2, p. 341, doi. 10.1017/jpr.2016.4
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- Article
SHORT-TIME IMPLIED VOLATILITY IN EXPONENTIAL LÉVY MODELS.
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- International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 4, p. -1, doi. 10.1142/S0219024915500259
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- Article
THE OPTIMAL DIVIDEND PROBLEM IN THE DUAL MODEL.
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- Advances in Applied Probability, 2014, v. 46, n. 3, p. 746, doi. 10.1239/aap/1409319558
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- Article
PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 3, p. 1, doi. 10.1142/S0219024914500198
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- Article
Tensile, Fatigue, and Creep Properties of Aluminum Heat Exchanger Tube Alloys for Temperatures from 293 K to 573 K (20 °C to 300 °C).
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- Metallurgical & Materials Transactions. Part A, 2014, v. 45, n. 2, p. 663, doi. 10.1007/s11661-013-2003-5
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- Article
OPTIMAL CLOSING OF A MOMENTUM TRADE.
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- Journal of Applied Probability, 2013, v. 50, n. 2, p. 374, doi. 10.1239/jap/1371648947
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- Article
Can time-homogeneous diffusions produce any distribution?
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- Probability Theory & Related Fields, 2013, v. 155, n. 3/4, p. 493, doi. 10.1007/s00440-011-0405-0
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- Article
DUPIRE'S EQUATION FOR BUBBLES.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 6, p. -1, doi. 10.1142/S0219024912500410
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- Article
Optimal Selling of an Asset under Incomplete Information.
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- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/543590
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- Article
OPTIMAL LIQUIDATION OF A CALL SPREAD.
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- Journal of Applied Probability, 2010, v. 47, n. 2, p. 586, doi. 10.1239/jap/1276784911
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- Article
Kommunerna och marknaden.
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- Ekonomiska Samfundets Tidskrift, 2010, n. 1, p. 51
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- Article
OPTIMAL STOPPING OF A BROWNIAN BRIDGE.
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- Journal of Applied Probability, 2009, v. 46, n. 1, p. 170, doi. 10.1239/jap/1238592123
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- Article
Convexity theory for the term structure equation.
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- Finance & Stochastics, 2008, v. 12, n. 1, p. 117, doi. 10.1007/s00780-007-0055-3
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- Article
PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS.
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- Mathematical Finance, 2007, v. 17, n. 3, p. 381, doi. 10.1111/j.1467-9965.2007.00308.x
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- Article
Properties of game options.
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- Mathematical Methods of Operations Research, 2006, v. 63, n. 2, p. 221, doi. 10.1007/s00186-005-0027-3
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- Article
Strengthening Mechanisms in Solid Solution Aluminum Alloys.
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- Metallurgical & Materials Transactions. Part A, 2006, v. 37, n. 6, p. 1999, doi. 10.1007/s11661-006-0142-7
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- Article
OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS.
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- International Journal of Theoretical & Applied Finance, 2004, v. 7, n. 7, p. 901, doi. 10.1142/S0219024904002694
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- Article