| Publication | Date of Publication | Type |
|---|
| Mixtures of multivariate Gaussians | 2024-11-12 | Paper |
| Conditional expectation formulae for copulas | 2024-07-17 | Paper |
| Authors’ Reply: Capital Allocation In Insurance: Economic Capital And The Allocation Of The Default Option Value - Discussion by Helmut Gründl; Hato Schmeiser | 2022-01-10 | Paper |
| Capital Allocation In Insurance | 2021-12-22 | Paper |
| Bayesian WIV Estimators for 3-D Bearings-Only TMA With Speed Constraints | 2019-10-28 | Paper |
| An explicit numerical algorithm to the solution of Volterra integral equation of the second kind | 2019-08-07 | Paper |
| Default Times in a Continuous Time Markov Chain Economy | 2018-09-05 | Paper |
| Pricing participating policies under the Meixner process and stochastic volatility | 2018-07-17 | Paper |
| Introduction to Hidden Semi-Markov Models | 2018-01-02 | Paper |
| Optimal Linear Estimation and Data Fusion | 2017-07-27 | Paper |
| A modified hidden Markov model | 2015-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2921297 | 2014-10-08 | Paper |
| American option prices in a Markov chain market model | 2014-05-06 | Paper |
| An approximation of It\^o diffusions based on simple random walks | 2014-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925747 | 2013-06-12 | Paper |
| Markov Chain Hitting Times | 2012-11-09 | Paper |
| Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions | 2012-11-09 | Paper |
| Binomial Models for Interest Rates | 2011-05-31 | Paper |
| Nonlinear Filter Estimation of Volatility | 2010-08-11 | Paper |
| Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions | 2009-06-15 | Paper |
| Recombining Binomial Tree Approximations for Diffusions | 2009-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3613982 | 2009-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5506184 | 2009-01-28 | Paper |
| Using distortions of copulas to price synthetic CDOs | 2008-06-25 | Paper |
| Mathematical analysis of an extended Mumford-Shah model for image segmentation | 2006-11-22 | Paper |
| Binomial models in finance. | 2006-03-23 | Paper |
| Pairs trading | 2005-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160500 | 2005-02-09 | Paper |
| On Some Inequalities for the Moments of Guessing Mapping | 2004-09-07 | Paper |
| A General Fractional White Noise Theory And Applications To Finance | 2003-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2741102 | 2002-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2782357 | 2002-08-05 | Paper |
| Stochastic flows and the forward measure | 2002-03-13 | Paper |
| A class of non-expected utility risk measures and implications for asset allocations | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4267623 | 1999-10-05 | Paper |
| A finite-dimensional filter for hybrid observations | 1999-04-07 | Paper |
| An application of hidden Markov models to asset allocation problems | 1999-03-09 | Paper |
| Some new analytic inequalities and their applications in guessing theory | 1998-11-03 | Paper |
| Explicit finite difference methods for two-dimensional diffusion with non-local boundary condition | 1998-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3350009 | 1990-01-01 | Paper |
| A Galerkin Procedure for the Diffusion Equation Subject to the Specification of Mass | 1987-01-01 | Paper |
| Diffusion subject to the specification of mass | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3689562 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5186992 | 1984-01-01 | Paper |
| Existence and uniqueness of generalized vortices | 1983-01-01 | Paper |
| The Free-boundary Problem for Gravity-driven Unidirectional Viscous Flows | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3671579 | 1983-01-01 | Paper |
| The classical solution of the one-dimensional two-phase Stefan problem with energy specification | 1982-01-01 | Paper |
| On the phase Stefan problem subject to the specification of energy | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3219246 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3935409 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3324326 | 1981-01-01 | Paper |
