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 | 62 | 2002 |
A numerical study of FETI algorithms for mortar finite element methods D Stefanica SIAM Journal on Scientific Computing 23 (4), 1135-1160, 2001 | 60 | 2001 |
Domain decomposition methods for mortar finite elements DO Stefanica-Nica New York University, 1999 | 39 | 1999 |
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 | 38 | 2005 |
The FETI method for mortar finite elements D Stefanica, A Klawonn Proceedings of 11th International Conference on Domain Decomposition Methods …, 1999 | 36 | 1999 |
Solutions Manual - A Primer For The Mathematics Of Financial Engineering D Stefanica FE Press, 2011 | 31 | 2011 |
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 | 31 | 2009 |
Minimizer graphs for a class of extremal problems D Ismailescu, D Stefanica Journal of Graph Theory 39 (4), 230-240, 2002 | 26 | 2002 |
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 | 24 | 2007 |
Parallel FETI algorithms for mortars D Stefanica Applied numerical mathematics 54 (2), 266-279, 2005 | 20 | 2005 |
An explicit implied volatility formula D Stefanica, R Radoičić International Journal of Theoretical and Applied Finance 20 (07), 1750048, 2017 | 17 | 2017 |
FETI and FETI-DP methods for spectral and mortar spectral elements: A performance comparison D Stefanica Journal of scientific computing 17 (1-4), 629-638, 2002 | 15 | 2002 |
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 | 12 | 2018 |
A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more D Stefanica FE Press, 2014 | 10* | 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 | 8 | 2017 |
Tighter bounds for implied volatility J Gatheral, I Matić, R Radoičić, D Stefanica International Journal of Theoretical and Applied Finance 20 (05), 1750035, 2017 | 8 | 2017 |
A PDE method for estimation of implied volatility I Matić, R Radoičić, D Stefanica Quantitative Finance 20 (3), 393-408, 2020 | 7 | 2020 |
A numerical study of a class of FETI preconditioners for mortar finite elements in two dimensions D Stefanica, A Klawonn New York University, 1998 | 6 | 1998 |
Poincaré and Friedrichs inequalities for mortar finite element methods D Stefanica New York University, 1998 | 5 | 1998 |
A sharp approximation for ATM-forward option prices and implied volatilites D Stefanica, R Radoičić International Journal of Financial Engineering 3 (01), 1650002, 2016 | 4 | 2016 |