Preprints

Last modified Jan 29, 2023

Fully Nonlinear Equations

  • On uniqueness of weak solutions to the second boundary value problem for generated prescribed Jacobian equations with Gantumur Tsogtgerel
  • Convergence of a damped Newton's method for discrete Monge-Ampere functions with a prescribed asymptotic cone
  • Convergence of a hybrid scheme for the elliptic Monge-Ampere equation
  • Standard finite elements for the numerical resolution of the elliptic Monge-Ampere equation: mixed methods
  • A variational method for computing numerical solutions of the Monge-Ampere equation (with Leopold Matamba Messi)

    Mathematical Finance

  • Multiscale Asymptotics of Partial Hedging

    Lecture notes