| Publication | Date of Publication | Type |
|---|
| V@R representation theorems in ambiguous frameworks | 2024-07-18 | Paper |
| Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints | 2024-07-08 | Paper |
| Actuarial pricing with financial methods | 2023-06-09 | Paper |
| Vector Optimization Approach For Pricing And Hedging In Imperfect Markets | 2023-05-05 | Paper |
| Pareto efficient buy and hold investment strategies under order book linked constraints | 2022-06-30 | Paper |
| Risk transference constraints in optimal reinsurance | 2022-03-10 | Paper |
| Omega ratio optimization with actuarial and financial applications | 2021-06-07 | Paper |
| Constructing dynamic life tables with a single-factor model | 2021-05-19 | Paper |
| Golden options in financial mathematics | 2019-08-30 | Paper |
| Differential equations connecting VaR and CVaR | 2017-08-01 | Paper |
| Good deals and benchmarks in robust portfolio selection | 2016-10-07 | Paper |
| VaR as the CVaR sensitivity: applications in risk optimization | 2016-09-12 | Paper |
| Optimal reinsurance under risk and uncertainty | 2015-03-13 | Paper |
| Good deals in markets with friction | 2014-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2872749 | 2014-01-15 | Paper |
| Good deals and compatible modification of risk and pricing rule: a regulatory treatment | 2013-01-20 | Paper |
| Minimax strategies and duality with applications in financial mathematics | 2012-12-05 | Paper |
| Vector risk functions | 2012-11-23 | Paper |
| Stable solutions for optimal reinsurance problems involving risk measures | 2011-08-19 | Paper |
| Minimizing measures of risk by saddle point conditions | 2010-07-20 | Paper |
| Compatibility between pricing rules and risk measures: The CCVaR | 2010-01-27 | Paper |
| Martingales and arbitrage: a new look | 2010-01-27 | Paper |
| Deterministic regression model and visual basic code for optimal forecasting of financial time series | 2009-07-17 | Paper |
| Optimal reinsurance with general risk measures | 2009-06-10 | Paper |
| Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm | 2009-04-08 | Paper |
| Sensitivity in multiobjective optimization: The generalized envolvent theorem | 2009-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3512416 | 2008-07-11 | Paper |
| Nonconvex optimization for pricing and hedging in imperfect markets | 2008-04-17 | Paper |
| Risk-neutral valuation with infinitely many trading dates | 2008-02-22 | Paper |
| Infinitely many securities and the fundamental theorem of asset pricing | 2007-11-26 | Paper |
| Hedging interest rate risk by optimization in Banach spaces | 2007-09-10 | Paper |
| Sensitivity of Pareto solutions in multiobjective optimization | 2006-11-27 | Paper |
| Nonsmooth nonconvex global optimization in a Banach space with a basis | 2005-03-08 | Paper |
| Orthogonality in multiobjective optimization | 2004-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4459805 | 2004-05-18 | Paper |
| The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets. | 2003-12-14 | Paper |
| Stochastic measures of arbitrage. | 2003-07-13 | Paper |
| Radial solutions and orthogonal trajectories in multiobjective global optimization | 2003-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802640 | 2003-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4789001 | 2003-04-14 | Paper |
| Projective system approach to the martingale characterization of the absence of arbitrage | 2003-03-23 | Paper |
| Density theorems for ideal points in vector optimization | 2002-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4269761 | 2000-05-04 | Paper |
| Sensitivity and optimality conditions in the multiobjective differential programming | 1999-04-27 | Paper |
| Sensitivity analysis for convex multiobjective programming in abstract spaces | 1996-09-30 | Paper |
| On the envolvent theorem in multiobjective programming | 1996-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4316232 | 1994-12-14 | Paper |
| Duality theory for infinite-dimensional multiobjective linear programming | 1993-12-20 | Paper |
| Representation of operators by bilinear integrals | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3799158 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3767547 | 1984-01-01 | Paper |
