Browsing Mathematics by Title
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Calibration to American Options: Numerical Investigation of the de–Americanization Method
(Taylor & Francis (Routledge), 20180212)American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is indispensable. The literature mainly discusses ... 
Cartan subalgebras and the UCT problem
(20170820) 
Cellular automaton models for timecorrelated random walks: derivation and analysis
(Nature Publishing Group, 20171205) 
Centralities of Nodes and Influences of Layers in Large Multiplex Networks
(Oxford University Press (OUP), 20171023)We formulate and propose an algorithm (MultiRank) for the ranking of nodes and layers in large multiplex networks. MultiRank takes into account the full multiplex network structure of the data and exploits the dual nature ... 
Characterization of global fields by Dirichlet Lseries
(Springer, 20190301)We prove that two global fields are isomorphic if and only if there is an isomorphism of groups of Dirichlet characters that preserves Lseries. 
Chebyshev Interpolation for Parametric Option Pricing
(Springer Verlag, 20180418)Function approximation with Chebyshev polynomials is a wellestablished and thoroughly investigated method within the field of numerical analysis. The method enjoys attractive convergence properties and its implementation ... 
The ChernGaussBonnet formula for singular noncompact fourdimensional manifolds
We generalise the classical ChernGaussBonnet formula to a class of 4dimensional manifolds with finitely many conformally flat ends and singular points. This extends results of ChangQingYang in the smooth case. Under ... 
Clusters of calcium release channels harness the Ising phase transition to confine their elementary intracellular signals.
(20170718)Intracellular Ca signals represent a universal mechanism of cell function. Messages carried by Ca are local, rapid, and powerful enough to be delivered over the thermal noise. A higher signaltonoise ratio is achieved by ... 
Codimension two surfaces pinched by normal curvature evolving by mean curvature flow
(20161209)© 2016.We prove that codimension two surfaces satisfying a nonlinear curvature condition depending on normal curvature smoothly evolve by mean curvature flow to round points. 
The collision spectrum of Λcoalescents
(20181201)© Institute of Mathematical Statistics, 2018. Λcoalescents model the evolution of a coalescing system in which any number of blocks randomly sampled from the whole may merge into a larger block. For the coalescent restricted ...