Dan Stefanica
Dan Stefanica
Baruch College
Bekræftet mail på baruch.cuny.edu - Startside
Titel
Citeret af
Citeret af
År
A numerical study of FETI algorithms for mortar finite element methods
D Stefanica
SIAM Journal on Scientific Computing 23 (4), 1135-1160, 2001
532001
Internal hydraulic jumps and mixing in two-layer flows
DM Holland, RR Rosales, D Stefanica, EG Tabak
Journal of Fluid Mechanics 470, 63, 2002
492002
Domain decomposition methods for mortar finite elements
D Stefanica
New York University, New York, 1999
361999
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
342005
The FETI method for mortar finite elements
D Stefanica, A Klawonn
Proceedings of 11th International Conference on Domain Decomposition Methods …, 1999
301999
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
222009
Solutions Manual - A Primer For The Mathematics Of Financial Engineering
D Stefanica
FE Press, 2011
212011
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
202007
Parallel FETI algorithms for mortars
D Stefanica
Applied Numerical Mathematics 54 (2), 266-279, 2005
172005
Minimizer graphs for a class of extremal problems
D Ismailescu, D Stefanica
Journal of Graph Theory 39 (4), 230-240, 2002
172002
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
142002
An explicit implied volatility formula
D Stefanica, R Radoičić
International Journal of Theoretical and Applied Finance 20 (07), 1750048, 2017
72017
Pólya-based approximation for the ATM-forward implied volatility
I Matić, R Radoičić, D Stefanica
International Journal of Financial Engineering 4 (02n03), 1750032, 2017
62017
Tighter bounds for implied volatility
J Gatheral, I Matić, R Radoičić, D Stefanica
International Journal of Theoretical and Applied Finance 20 (05), 1750035, 2017
62017
A scalable FETI–DP algorithm with non–penetration mortar conditions on contact interface
Z Dostál, D Horák, D Stefanica
62007
A numerical study of a class of FETI preconditioners for mortar finite elements in two dimensions
D Stefanica, A Klawonn
61998
A sharp Pólya-based approximation to the normal CDF
I Matic, R Radoicic, D Stefanica
Applied Mathematics and Computation 322, 111-122, 2018
52018
A sharp approximation for ATM-forward option prices and implied volatilites
D Stefanica, R Radoičić
International Journal of Financial Engineering 3 (01), 1650002, 2016
52016
A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more
D Stefanica
FE Press, 2014
5*2014
Poincaré and Friedrichs inequalities for mortar finite element methods
D Stefanica
51998
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Artikler 1–20