Publications » Publications - 2011

Publications - 2011

Published in: TO APPEAR. TO APPEAR SEPTEMBER 2003 OCTOBER 25, 2005 OCTOBER 25 2005 NOVEMBER 2006 NOVEMBER 2003 MARCH 2002 JUNE 2005 JULY 2006 JULY 02, 2003 DECEMBER 2006 AUGUST 5, 2005 AUGUST 4, 2004 AUGUST 2006 AUGUST 2005 APRIL 2004 2025 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000/01 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991/92 1991 1990 1989 1988/89 1988 1987/88 1987 1986 1985 1984 1983 1982/83 1982 1981/82 1981 1980/81 1980 1979 1978 1977/80 1977 1976/77 1976 1975/76 1975 1974/75 1974 1973/74 1973 1972 1971 1970 1969 1968 1967 1966 1965 1964/1965 1964 1963 1962 1961 1960 1959 1958/1959 1958 1957 1956 1955 1954 1953 1952 1900

	A Comparison of Pricing Kernels for GARCH Option Pricing with Generalized Hyperbolic Distributions Badescu, Alexandru, Elliott, Robert, Kulperger, Reg, Miettinen, Jarko and Siu, Tak Kuen
	A computational method to estimate the unknown coefficient in a wave equation using boundary measurements Liao, Wenyuan
	A Fourth-Order Compact Finite Difference Scheme for Solving Unsteady Convection-Diffusion Equations Liao, Wenyuan and Zhu, Jianping in Zhu, Jianping Computational simulations and Applications
	Algorithms of Informatics, Vol. III Khan, Muhammad Ali, A. Ivanyi and et al. The third volume contains seven new chapters. Chapter 24 (The Branch and Bound Method) was written by Béla Vizvári (Eastern Mediterrean University), Chapter 25 (Comparison Based Ranking) by Antal Iványi (Eötvös Loránd University) and Shariefuddin Pirzada (University of Kashmir), Chapter 26 (Complexity of Words) by Zoltán Kása, (Sapientia Hungarian University of Transylvania) and Mira-Cristiana Anisiu (Tiberiu Popovici Institute of Numerical Mathematics), Chapter 27 (Conflict Situations) by Ferenc Szidarovszky (University of Arizona) and by László Domoszlai (Eötvös Loránd University), Chapter 28 (General Purpose Computing on Graphics Processing Units) by László Szirmay-Kalos and László Szécsi (both Budapest University of Technology and Economics), Chapter 29 (Perfect Arrays) by Antal Iványi (Eötvös Loránd University), and Chapter 30 by Shariefuddin Pirzada (University of Kashmir), Antal Iványi (Eötvös Loránd University) and Muhammad Ali Khan (King Fahd University).
	An accurate and efficient algorithm for parameter estimation of 2D acoustic wave equation Liao, Wenyuan
	Analysis of foundation year mathematics curricula: comparing international trends with King Fahd University of Petroleum & Minerals Khan, Muhammad Ali and B. Yushau
	An application of signed graphs to software engineering Khan, Muhammad Ali and S. Mahmood
	An Empirical Analysis of the Relationship between Macroeconomic Variables and Stock Prices in Bangladesh Afzal, Arfan Raheen and Hossain S. S.
	Annihilator-small right ideals Nicholson, W. Keith and Y. Zhou
	Applications of the odd symplectic group in Hamiltonian systems Bates, Larry and R. Cushman
	Banach-valued holomorphic functions on the maximal ideal space of H^\infty Brudnyi, Alex
	Bayesian Inference for a Class of Start-Up Demonstration Tests with Rejection of Units Upon the Observation of d Failures Scollnik, David
	Bias in the Estimation of Exposure Effects with Individual-or Group-Based Exposure Assessment Kim, Hyang Mi, Richardson, D, Loomis, D, van Tongeren, M and Burstyn, I
	Bond Valuation Under Discrete and Continuous Time Regime-Switching Term-Structure Models Elliott, Robert, Siu, Tak Kuen and Badescu, Alexandru
	Cayley graphs of order 27p are Hamiltonian Ghaderpour, Ebrahim and Morris, Dave Witte
	Classical and nonclassical randomness in quantum measurements Farenick, Douglas, Plosker, Sarah and Smith, Jerrod
	Classification with discrete and continuous variables via general mixed-data models de Leon, Alexander, Soo, A and Williamson, T
	Classifying subcategories of finitely-generated modules over a Notherian ring Wang, BinBin and Stanley, Donald
	Clusterability of portfolio signed graphs Khan, Muhammad Ali and S. Pirzada
	Copula-based regression models for a bivariate mixed discrete and continuous outcome de Leon, Alexander and Wu, Beilei
	Decompositions into multipartite graphs, coloring and embeddings Khan, Muhammad Ali and M. R. Alaimia
	Differential Equations Aggarwala, Ben
	Dynamic Portfolio Selection Under Capital-at-Risk with No Short-Selling Constraints Dmitrasinovic-Vidovic, Gordana, Lari Lavassani, Ali, Li, Xun and Ware, Antony
	Efficient and accurate finite difference schemes for solving one-dimensional Burgers' equation Liao, Wenyuan and Zhu, Jianping
	Euler-Rabiniowitsch polynomials and class number problems revisited Mollin, Richard and Srinivasan, Anitha
	Factorization versus invertibility of matrix functions on compact abelian groups Brudnyi, Alex, Rodman, Leiba and Spitkovsky, Ilya
	Geometrization of Smooth Characters (Banff International Research Station, Research in Pairs) Cunningham, Clifton, Achar, Pramod, Kamgarpour, Massoud, Roe, David and Salmasian, Hadi
	Geometrization of Smooth Characters (Mathematisches Forschungsinstitut Oberwolfach) Cunningham, Clifton and Achar, Pramod
	GQL estimation in linear dynamic models for panel data Sun, Bingrui (Cindy) and Brajendra C. Sutradhar
	Ideal class groups and generalized Euler-Rabinowitsch polynomials Mollin, Richard and Srinivasan, Anitha
	Information-theoretic treatment of tripartite systems and quantum channels Patrick J. Coles, Li Yu, Gheorghiu, Vlad and Robert B. Griffiths
	Linear Differential Equations Aggarwala, Ben in Aggarwala, Ben Differential Equations
	Local well posedness of dispersive systems in one dimension Akhunov, Timur
	Local well posedness of quasi-linear systems generalizing KdV Akhunov, Timur
	L-packets (Banff International Research Station, 5-day workshop) Cunningham, Clifton, Moeglin, Colette and Vinayak, Vatsal
	Methods of Geometric Analysis in Lipschitz extension and trace problems, Volume I Brudnyi, Alex and Brudnyi, Yuri
	Methods of Geometric Analysis in Lipschitz extension and trace problems, Volume II Brudnyi, Alex and Brudnyi, Yuri
	Non-denseness of factorable matrix functions Brudnyi, Alex, Rodman, Leiba and Spitkovsky, Ilya
	Nonparametric estimation of a survival function under progressive Type-I multistage censoring Burke, Murray
	On D'Alembert's principle Bates, Larry and J. Nester
	One-step minimum Hellinger distance estimation Karunamuni, Rohana and Wu, Jingjing
	On holomorphic almost periodic functions on coverings of complex manifolds Kinzebulatov, Damir and Brudnyi, Alex
	Online Homework for Preparatory Year Math Courses: First Impressions Khan, Muhammad Ali and B. Yushau
	On Pricing and Hedging Options in Regime-Switching Models with Feedback Effect Elliott, Robert, Siu, Tak Kuen and Badescu, Alexandru
	On regular modules Nicholson, W. Keith and H. Chen
	On the computability of some positive-depth characters near the identity Cunningham, Clifton, Gordon, Julia and Spice, Loren
	"On the Cramér-Rao bound of autoregressive estimation in noise" Circuits and Systems (ISCAS), 2011 IEEE International Symposium on 15-18 May 2011, Rio de Janeiro, Brazil: 373-376 Melko, Mike and Luis Weruaga
	On the General Coloring Problem Sauer, Norbert
	Optimal Portfolios of Mean-Reverting Instruments Dmitrasinovic-Vidovic, Gordana and Ware Antony
	Several Simple Linear Models with Measurement Errors: Parallelism Hypothesis Kim, Hyang Mi and Saleh, AKMdE
	Singly Diagonally Implicit Runge-Kutta Method for Time-Dependent Reaction-Diffusion Equation Liao, Wenyuan and Yan, Yulian
	Spectral sequences of operas algebras Bauer, Kristine and Scull, Laura
	Standard form of qudit stabilizer groups Gheorghiu, Vlad
	Strong lifting splits Nicholson, W. Keith and M. Alkan and C. Ozcan
	The illumination conjecture for spindle convex bodies Bezdek, Karoly
	The order of the rationals has an Orthogonal Order with the Same Order Type Sauer, Norbert and I. Zaguia
	Traces of Ck functions to weak Markov subsets of Rn Brudnyi, Alex and Brudnyi, Yuri

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Publications - 2011

A Comparison of Pricing Kernels for GARCH Option Pricing with Generalized Hyperbolic Distributions

A computational method to estimate the unknown coefficient in a wave equation using boundary measurements

A Fourth-Order Compact Finite Difference Scheme for Solving Unsteady Convection-Diffusion Equations

Algorithms of Informatics, Vol. III

An accurate and efficient algorithm for parameter estimation of 2D acoustic wave equation

Analysis of foundation year mathematics curricula: comparing international trends with King Fahd University of Petroleum & Minerals

An application of signed graphs to software engineering

An Empirical Analysis of the Relationship between Macroeconomic Variables and Stock Prices in Bangladesh

Annihilator-small right ideals

Applications of the odd symplectic group in Hamiltonian systems

Banach-valued holomorphic functions on the maximal ideal space of H^\infty

Bayesian Inference for a Class of Start-Up Demonstration Tests with Rejection of Units Upon the Observation of d Failures

Bias in the Estimation of Exposure Effects with Individual-or Group-Based Exposure Assessment

Bond Valuation Under Discrete and Continuous Time Regime-Switching Term-Structure Models

Cayley graphs of order 27p are Hamiltonian

Classical and nonclassical randomness in quantum measurements

Classification with discrete and continuous variables via general mixed-data models

Classifying subcategories of finitely-generated modules over a Notherian ring

Clusterability of portfolio signed graphs

Copula-based regression models for a bivariate mixed discrete and continuous outcome

Decompositions into multipartite graphs, coloring and embeddings

Differential Equations

Dynamic Portfolio Selection Under Capital-at-Risk with No Short-Selling Constraints

Efficient and accurate finite difference schemes for solving one-dimensional Burgers' equation

Euler-Rabiniowitsch polynomials and class number problems revisited

Factorization versus invertibility of matrix functions on compact abelian groups

Geometrization of Smooth Characters (Banff International Research Station, Research in Pairs)

Geometrization of Smooth Characters (Mathematisches Forschungsinstitut Oberwolfach)

GQL estimation in linear dynamic models for panel data

Ideal class groups and generalized Euler-Rabinowitsch polynomials

Information-theoretic treatment of tripartite systems and quantum channels

Linear Differential Equations

Local well posedness of dispersive systems in one dimension

Local well posedness of quasi-linear systems generalizing KdV

L-packets (Banff International Research Station, 5-day workshop)

Methods of Geometric Analysis in Lipschitz extension and trace problems, Volume I

Methods of Geometric Analysis in Lipschitz extension and trace problems, Volume II

Non-denseness of factorable matrix functions

Nonparametric estimation of a survival function under progressive Type-I multistage censoring

On D'Alembert's principle

One-step minimum Hellinger distance estimation

On holomorphic almost periodic functions on coverings of complex manifolds

Online Homework for Preparatory Year Math Courses: First Impressions

On Pricing and Hedging Options in Regime-Switching Models with Feedback Effect

On regular modules

On the computability of some positive-depth characters near the identity

"On the Cramér-Rao bound of autoregressive estimation in noise" Circuits and Systems (ISCAS), 2011 IEEE International Symposium on 15-18 May 2011, Rio de Janeiro, Brazil: 373-376

On the General Coloring Problem

Optimal Portfolios of Mean-Reverting Instruments

Several Simple Linear Models with Measurement Errors: Parallelism Hypothesis

Singly Diagonally Implicit Runge-Kutta Method for Time-Dependent Reaction-Diffusion Equation

Spectral sequences of operas algebras

Standard form of qudit stabilizer groups

Strong lifting splits

The illumination conjecture for spindle convex bodies

The order of the rationals has an Orthogonal Order with the Same Order Type

Traces of Ck functions to weak Markov subsets of Rn

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