| Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models O Burkovska, B Haasdonk, J Salomon, B Wohlmuth SIAM Journal on Financial Mathematics 6 (1), 685-712, 2015 | 43 | 2015 |
| An optimization-based approach to parameter learning for fractional type nonlocal models O Burkovska, C Glusa, M D'Elia Computers & Mathematics with Applications 116, 229-244, 2022 | 28 | 2022 |
| Regularity analyses and approximation of nonlocal variational equality and inequality problems O Burkovska, M Gunzburger Journal of Mathematical Analysis and Applications 478 (2), 1027-1048, 2019 | 26* | 2019 |
| Affine approximation of parametrized kernels and model order reduction for nonlocal and fractional laplace models O Burkovska, M Gunzburger SIAM Journal on Numerical Analysis 58 (3), 1469-1494, 2020 | 19 | 2020 |
| Affine approximation of parametrized kernels and model order reduction for nonlocal and fractional Laplace models O Burkovska, M Gunzburger arXiv preprint arXiv:1901.06748v2, 2019 | 19 | 2019 |
| On a nonlocal Cahn–Hilliard model permitting sharp interfaces O Burkovska, M Gunzburger Mathematical Models and Methods in Applied Sciences 31 (09), 1749-1786, 2021 | 18 | 2021 |
| Calibration to American options: numerical investigation of the de-Americanization method O Burkovska, M Gaß, K Glau, M Mahlstedt, W Schoutens, B Wohlmuth Quantitative finance 18 (7), 1091-1113, 2018 | 18 | 2018 |
| Reduced Basis Methods for Option Pricing and Calibration O Burkovska Technische Universität München, 2016 | 6 | 2016 |
| Complexity reduction for calibration to American options O Burkovska, K Glau, M Mahlstedt, B Wohlmuth Journal of Computational Finance 23 (1), 2019 | 5* | 2019 |
| Non-isothermal nonlocal phase-field models with a double-obstacle potential O Burkovska arXiv preprint arXiv:2310.07861, 2023 | 1 | 2023 |
| Multifidelity methods for uncertainty quantification of a nonlocal model for phase changes in materials P Khodabakhshi, O Burkovska, K Willcox, M Gunzburger Computers & Structures 297, 107328, 2024 | | 2024 |
| Nonlocal phase-field models for solidification: analysis, sharp interfaces, and discretization O Burkovska 2023 Joint Mathematics Meetings (JMM 2023), 2023 | | 2023 |
| An optimization-based approach to parameter learning for fractional type nonlocal models O Burkovska, CA Glusa, M D'Elia Sandia National Lab.(SNL-CA), Livermore, CA (United States); Sandia National …, 2020 | | 2020 |
Barbara WohlmuthProefssorin für Mathematik, TU MünchenVerified email at ma.tum.de
