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Adjoint-based Monte Carlo calibration of financial market models

Finance and stochastics, 2009-09, Vol.13 (3), p.351-379

2009

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A successive SDP-NSDP approach to a robust optimization problem in finance

Computational optimization and applications, 2009-12, Vol.44 (3), p.443-466

2009

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A successive SDP-NSDP approach to a robust optimization problem in finance

Computational optimization and applications, 2009-12, Vol.44 (3), p.443-466

2009

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Duality in static hedging of barrier options

Optimization, 2009-04, Vol.58 (3), p.319-333

Maruhn, J.H.

2009

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Parameter identification in financial market models with a feasible point SQP algorithm

Computational optimization and applications, 2012-04, Vol.51 (3), p.1137-1161

2012

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Robust static hedging of barrier options in stochastic volatility models

Mathematical methods of operations research (Heidelberg, Germany), 2009-12, Vol.70 (3), p.405-433

2009

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Robust Static Super-Replication of Barrier Options

Maruhn, Jan H

1. Aufl., 2009

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Efficient calibration for problems in option pricing

Proceedings in applied mathematics and mechanics, 2007-12, Vol.7 (1), p.1062601-1062602

2007

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Structural, Genetic, and Serological Elucidation of Streptococcus pneumoniae Serogroup 24 Serotypes: Discovery of a New Serotype, 24C, with a Variable Capsule Structure

Journal of clinical microbiology, 2021-06, Vol.59 (7), p.e0054021-e0054021

2021

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Isospin dependence in the odd-even staggering of nuclear binding energies

Physical review letters, 2005-07, Vol.95 (4), p.042501-042501, Article 042501

2005

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Enhanced binding and cold compression of nuclei due to admixture of antibaryons

Physics letters. B, 2002-08, Vol.542 (3), p.261-267

2002

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New Algorithms for Ultra-relativistic Numerical Hydrodynamics

Journal of computational physics, 1993-03, Vol.105 (1), p.92-107

1993

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Characterisation of a symmetric AGATA detector using the γ-ray imaging scanning technique

Nuclear instruments & methods in physics research. Section A, Accelerators, spectrometers, detectors and associated equipment, 2013-02, Vol.700, p.10-21

2013

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Non-equilibrium fluid-dynamics in the early stage of ultrarelativistic heavy-ion collisions

Nuclear physics. A, 1997-06, Vol.619 (3), p.391-412

1997

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Characterisation of a symmetric AGATA detector using the imaging scanning technique

Nuclear instruments & methods in physics research. Section A, Accelerators, spectrometers, detectors and associated equipment, 2013-02, Vol.700, p.10-21

2013

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Characterisation of a symmetric AGATA detector using the I3-rayI3-ray imaging scanning technique

Nuclear instruments & methods in physics research. Section A, Accelerators, spectrometers, detectors and associated equipment, 2013-02, Vol.700, p.10-21

2013

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Microscopic Calculation of Heavy-Ion Potentials Based on TDHF

EPJ Web of conferences, 2011-01, Vol.17, p.9001

2011

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Randomized, crossover, single-blind, placebo-controlled, human pharmacology clinical trial with desoxypeganine, a new cholinesterase and selective MAO-A inhibitor: multiple-dose pharmacokinetics

International journal of clinical pharmacology and therapeutics, 2009-07, Vol.47 (7), p.483

2009

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Dynamics of tensile pressure in ion beam heated matter applied to a liquid lithium production target for the Super-FRS at FAIR

Nuclear instruments & methods in physics research. Section A, Accelerators, spectrometers, detectors and associated equipment, 2008-07, Vol.591 (3), p.447-452