Följ
Dan Stefanica
Dan Stefanica
Baruch College
Verifierad e-postadress på baruch.cuny.edu - Startsida
Titel
Citeras av
Citeras av
År
A numerical study of FETI algorithms for mortar finite element methods
D Stefanica
SIAM Journal on Scientific Computing 23 (4), 1135-1160, 2001
612001
Internal hydraulic jumps and mixing in two-layer flows
DM Holland, RR Rosales, D Stefanica, EG Tabak
Journal of Fluid Mechanics 470, 63-83, 2002
582002
Domain decomposition methods for mortar finite elements
DO Stefanica-Nica
New York University, 1999
401999
A scalable FETI-DP algorithm for a coercive variational inequality
Z Dostál, D Horák, D Stefanica
Applied numerical mathematics 54 (3-4), 378-390, 2005
392005
The FETI method for mortar finite elements
D Stefanica, A Klawonn
Proceedings of 11th International Conference on Domain Decomposition Methods …, 1999
341999
A scalable FETI–DP algorithm with non-penetration mortar conditions on contact interface
Z Dostál, D Horák, D Stefanica
Journal of computational and applied mathematics 231 (2), 577-591, 2009
302009
Solutions Manual - A Primer For The Mathematics Of Financial Engineering
D Stefanica
FE Press, 2011
292011
A scalable FETI-DP algorithm for a semi-coercive variational inequality
Z Dostál, D Horák, D Stefanica
Computer methods in applied mechanics and engineering 196 (8), 1369-1379, 2007
232007
Minimizer graphs for a class of extremal problems
D Ismailescu, D Stefanica
Journal of Graph Theory 39 (4), 230-240, 2002
232002
Parallel FETI algorithms for mortars
D Stefanica
Applied numerical mathematics 54 (2), 266-279, 2005
192005
FETI and FETI-DP methods for spectral and mortar spectral elements: A performance comparison
D Stefanica
Journal of scientific computing 17 (1-4), 629-638, 2002
162002
An explicit implied volatility formula
D Stefanica, R Radoičić
International Journal of Theoretical and Applied Finance 20 (07), 1750048, 2017
152017
A sharp Pólya-based approximation to the normal cumulative distribution function
I Matić, R Radoičić, D Stefanica
Applied Mathematics and Computation 322, 111-122, 2018
112018
A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more
D Stefanica
FE Press, 2014
9*2014
Pólya-based approximation for the ATM-forward implied volatility
I Matić, R Radoičić, D Stefanica
International Journal of Financial Engineering 4 (02n03), 1750032, 2017
82017
Tighter bounds for implied volatility
J Gatheral, I Matić, R Radoičić, D Stefanica
International Journal of Theoretical and Applied Finance 20 (05), 1750035, 2017
82017
A PDE method for estimation of implied volatility
I Matić, R Radoičić, D Stefanica
Quantitative Finance 20 (3), 393-408, 2020
62020
A numerical study of a class of FETI preconditioners for mortar finite elements in two dimensions
D Stefanica, A Klawonn
New York University, 1998
61998
Poincaré and Friedrichs inequalities for mortar finite element methods
D Stefanica
New York University, 1998
51998
A sharp approximation for ATM-forward option prices and implied volatilites
D Stefanica, R Radoičić
International Journal of Financial Engineering 3 (01), 1650002, 2016
42016
Systemet kan inte utföra åtgärden just nu. Försök igen senare.
Artiklar 1–20