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Dan Stefanica
Dan Stefanica
Baruch College
Verified email at baruch.cuny.edu - Homepage
Title
Cited by
Cited by
Year
A numerical study of FETI algorithms for mortar finite element methods
D Stefanica
SIAM Journal on Scientific Computing 23 (4), 1135-1160, 2001
562001
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
552002
Domain decomposition methods for mortar finite elements
DO Stefanica-Nica
New York University, 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
352005
The FETI method for mortar finite elements
D Stefanica, A Klawonn
Proceedings of 11th International Conference on Domain Decomposition Methods …, 1999
331999
Solutions Manual - A Primer For The Mathematics Of Financial Engineering
D Stefanica
FE Press, 2011
302011
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
232009
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
212007
Minimizer graphs for a class of extremal problems
D Ismailescu, D Stefanica
Journal of Graph Theory 39 (4), 230-240, 2002
192002
Parallel FETI algorithms for mortars
D Stefanica
Applied Numerical Mathematics 54 (2), 266-279, 2005
182005
FETI and FETI-DP methods for spectral and mortar spectral elements: A performance comparison
D Stefanica
Journal of scientific computing 17 (1), 629-638, 2002
152002
An explicit implied volatility formula
D Stefanica, R Radoičić
International Journal of Theoretical and Applied Finance 20 (07), 1750048, 2017
142017
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
92018
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
72017
Tighter bounds for implied volatility
J Gatheral, I Matić, R Radoičić, D Stefanica
International Journal of Theoretical and Applied Finance 20 (05), 1750035, 2017
72017
A scalable FETI–DP algorithm with non–penetration mortar conditions on contact interface
Z Dostál, D Horák, D Stefanica
72007
A numerical study of a class of FETI preconditioners for mortar finite elements in two dimensions
D Stefanica, A Klawonn
61998
Poincaré and Friedrichs inequalities for mortar finite element methods
D Stefanica
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
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