Heston’s stochastic volatility model: Implementation, calibration and some extensions S Mikhailov, U Nögel
The Best of Wilmott 1: Incorporating the Quantitative Finance Review, 2004
311 2004 Localized boundary-domain integral formulations for problems with variable coefficients SE Mikhailov
Engineering Analysis with Boundary Elements 26 (8), 681-690, 2002
154 2002 Traces, extensions and co-normal derivatives for elliptic systems on Lipschitz domains SE Mikhailov
Journal of mathematical analysis and applications 378 (1), 324-342, 2011
138 2011 Analysis of direct boundary-domain integral equations for a mixed BVP with variable coefficient, I: Equivalence and Invertibility O Chkadua, SE Mikhailov, D Natroshvili
Journal of Integral Equations and Applications 21 (4), 499-543, 2009
119 2009 Analysis of united boundary‐domain integro‐differential and integral equations for a mixed BVP with variable coefficient SE Mikhailov
Mathematical methods in the applied sciences 29 (6), 715-739, 2006
81 2006 A functional approach to non-local strength conditions and fracture criteria--I. Body and point fracture SE Mikhailov
Engineering fracture mechanics 52 (4), 731-743, 1995
80 1995 A comparative analysis of several nonlocal fracture criteria LP Isupov, SE Mikhailov
Archive of Applied Mechanics 68 (9), 597-612, 1998
65 1998 Analysis of direct boundary-domain integral equations for a mixed BVP with variable coefficient, II: Solution regularity and asymptotics O Chkadua, SE Mikhailov, D Natroshvili
Journal of Integral Equations and Applications 22 (1), 19-37, 2010
46 2010 ANALYSIS OF DIRECT SEGREGATED BOUNDARY-DOMAIN INTEGRAL EQUATIONS FOR VARIABLE-COEFFICIENT MIXED BVPs IN EXTERIOR DOMAINS O Chkadua, SE Mikhailov, D Natroshvili
45 * Localized boundary-domain singular integral equations based on harmonic parametrix for divergence-form elliptic PDEs with variable matrix coefficients O Chkadua, SE Mikhailov, D Natroshvili
Integral Equations and Operator Theory 76, 509-547, 2013
40 2013 Analysis of segregated boundary‐domain integral equations for variable‐coefficient problems with cracks O Chkadua, SE Mikhailov, D Natroshvili
Numerical Methods for Partial Differential Equations 27 (1), 121-140, 2011
39 2011 Integral potential method for a transmission problem with Lipschitz interface in for the Stokes and Darcy–Forchheimer–Brinkman PDE systems M Kohr, M Lanza de Cristoforis, SE Mikhailov, WL Wendland
Zeitschrift für angewandte Mathematik und Physik 67, 1-30, 2016
38 2016 A functional approach to non-local strength conditions and fracture criteria--II. Discrete fracture SE Mikhailov
Engineering fracture mechanics 52 (4), 745-754, 1995
35 1995 Solution regularity and co-normal derivatives for elliptic systems with non-smooth coefficients on Lipschitz domains SE Mikhailov
Journal of Mathematical Analysis and Applications 400 (1), 48-67, 2013
34 2013 Localized direct boundary-domain integro-differential formulations for scalar nonlinear boundary-value problems with variable coefficients SE Mikhailov
Journal of engineering mathematics 51 (3), 283-302, 2005
32 2005 Option pricing for incomplete markets via stochastic optimization: transaction costs, adaptive control and forecast S Fedotov, S Mikhailov
International Journal of Theoretical and Applied Finance 4 (01), 179-195, 2001
32 2001 Analysis of segregated boundary-domain integral equations for BVPs with non-smooth coefficients on Lipschitz domains SE Mikhailov
Boundary Value Problems 2018, 1-52, 2018
30 2018 Analysis of some localized boundary-domain integral equations O Chkadua, SE Mikhailov, D Natroshvilli
The Journal of Integral Equations and Applications, 405-445, 2009
30 2009 Transmission problems for the Navier–Stokes and Darcy–Forchheimer–Brinkman systems in Lipschitz domains on compact Riemannian manifolds M Kohr, SE Mikhailov, WL Wendland
Journal of Mathematical Fluid Mechanics 19, 203-238, 2017
26 2017 Analysis of boundary-domain integral equations to the mixed BVP for a compressible Stokes system with variable viscosity SE Mikhailov, CF Portillo
arXiv preprint arXiv:1805.00235, 2018
24 2018