Numerical analysis of an extended structural default model with mutual liabilities and jump risk. - Vadim Kaushansky; Alexander Lipton; Christoph Reisinger (J. Comput. Sci., 2018)

Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem. - Vadim Kaushansky; Christoph Reisinger; Mykhaylo Shkolnikov; Zhuo Qun Song (CoRR, 2020)