| Publication | Date of Publication | Type |
|---|
| Probability of no default for a microloan under uncertainty | 2024-12-23 | Paper |
| Stopping times occurring simultaneously | 2024-10-10 | Paper |
| Insider trading | 2024-09-06 | Paper |
| Order Book Queue Hawkes Markovian Modeling | 2024-03-22 | Paper |
| The Future of Probability | 2023-12-03 | Paper |
| Markov Process Jump Times and Their Cox Construction | 2023-10-10 | Paper |
| Going forward \& backward with Jin Ma | 2023-07-26 | Paper |
| Expansion of a filtration with a stochastic process: the information drift | 2023-07-26 | Paper |
| Optimal group size in microlending | 2023-04-27 | Paper |
| Asset price bubbles: invariance theorems | 2022-08-30 | Paper |
| Strict local martingales and the Khasminskii test for explosions | 2022-06-20 | Paper |
| Continuous-Time Asset Pricing Theory | 2022-05-27 | Paper |
| Stopping Times Occurring Simultaneously | 2021-11-17 | Paper |
| Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk | 2021-10-21 | Paper |
| Credit Valuation Adjustment in Credit Risk with Simultaneous Defaults Possibility | 2020-10-28 | Paper |
| Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients | 2020-04-07 | Paper |
| STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT | 2020-03-26 | Paper |
| A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory | 2019-12-05 | Paper |
| Options Prices in Incomplete Markets | 2018-03-07 | Paper |
| Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients | 2017-09-13 | Paper |
| The lifetime of a financial bubble | 2017-01-31 | Paper |
| Relative asset price bubbles | 2016-09-21 | Paper |
| Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model | 2016-03-08 | Paper |
| Positive alphas and a generalized multiple-factor asset pricing model | 2016-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2790464 | 2016-03-04 | Paper |
| PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING | 2015-07-23 | Paper |
| Liquidity Suppliers and High Frequency Trading | 2015-05-15 | Paper |
| THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS | 2015-04-24 | Paper |
| Strict local martingales with jumps | 2015-02-27 | Paper |
| Signing trades and an evaluation of the Lee-Ready algorithm | 2014-11-12 | Paper |
| A liquidity-based model for asset price bubbles | 2014-01-24 | Paper |
| A Mathematical Theory of Financial Bubbles | 2013-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326928 | 2013-08-01 | Paper |
| Linking Progressive and Initial Filtration Expansions | 2013-07-30 | Paper |
| Discretely sampled variance and volatility swaps versus their continuous approximations | 2013-04-02 | Paper |
| POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE | 2013-02-28 | Paper |
| A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS | 2012-06-25 | Paper |
| RELATING TOP-DOWN WITH BOTTOM-UP APPROACHES IN THE EVALUATION OF ABS WITH LARGE COLLATERAL POOLS | 2012-05-07 | Paper |
| How to Detect an Asset Bubble | 2012-04-19 | Paper |
| Discretization of processes. | 2011-10-20 | Paper |
| ABSOLUTELY CONTINUOUS COMPENSATORS | 2011-06-20 | Paper |
| Foreign currency bubbles | 2011-05-27 | Paper |
| On progressive filtration expansion with a process | 2011-05-09 | Paper |
| Risk-neutral compatibility with option prices | 2011-04-06 | Paper |
| AN ANALYSIS OF THE SUPPLY CURVE FOR LIQUIDITY RISK THROUGH BOOK DATA | 2010-09-21 | Paper |
| Analysis of continuous strict local martingales via \(h\)-transforms | 2010-08-03 | Paper |
| ASSET PRICE BUBBLES IN INCOMPLETE MARKETS | 2010-04-22 | Paper |
| FORWARD AND FUTURES PRICES WITH BUBBLES | 2010-01-08 | Paper |
| No arbitrage without semimartingales | 2009-06-17 | Paper |
| No Arbitrage and General Semimartingales | 2009-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5506186 | 2009-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5450094 | 2008-03-19 | Paper |
| Information reduction via level crossings in a credit risk models | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5715575 | 2006-01-04 | Paper |
| A new prize in honor of Kiyosi Itô. | 2005-11-29 | Paper |
| Joseph Leo Doob, 1910--2004 | 2005-08-05 | Paper |
| The approximate Euler method for Lévy driven stochastic differential equations | 2005-08-04 | Paper |
| Liquidity risk and arbitrage pricing theory | 2005-05-20 | Paper |
| A partial introduction to financial asset pricing theory. | 2004-09-22 | Paper |
| Modeling credit risk with partial information. | 2004-09-15 | Paper |
| An analysis of a least squares regression method for American option pricing | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4435813 | 2003-11-19 | Paper |
| Explicit form and robustness of martingale representations. | 2003-05-06 | Paper |
| Numerical method for backward stochastic differential equations | 2003-05-06 | Paper |
| Probability essentials. | 2003-02-13 | Paper |
| An elementary approach to naturality, predictability, and the fundamental theorem of local martingales | 2002-09-08 | Paper |
| The Monte-Carlo method for filtering with discrete-time observations | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2738735 | 2001-09-12 | Paper |
| On Itô's formula for multidimensional Brownian motion | 2000-06-07 | Paper |
| Asymptotic error distributions for the Euler method for stochastic differential equations | 2000-05-25 | Paper |
| Probability essentials | 2000-01-20 | Paper |
| ICIAM/GAMM 95 Numerical Analysis, Scientific computing Computer ScienceICIAM/GAMM 95 Numerical Analysis, Scientific computing Computer Science | 1999-11-08 | Paper |
| Complete markets with discontinuous security price | 1999-09-14 | Paper |
| Anticipating integrals for a class of martingales | 1998-05-25 | Paper |
| Skorohod integral of a product of two stochastic processes | 1998-02-03 | Paper |
| The Euler scheme for Lévy driven stochastic differential equations | 1997-11-18 | Paper |
| From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1 | 1997-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895006 | 1997-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895011 | 1997-05-25 | Paper |
| Numerical methods for forward-backward stochastic differential equations | 1997-04-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884164 | 1997-01-05 | Paper |
| Quadratic covariation and an extension of Itô's formula | 1995-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4698317 | 1995-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311848 | 1995-05-02 | Paper |
| Stratonovich stochastic differential equations driven by general semimartingales | 1995-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322881 | 1995-02-13 | Paper |
| Solving forward-backward stochastic differential equations explicitly -- a four step scheme | 1994-08-15 | Paper |
| General change of variable formulas for semimartingales in one and finite dimensions | 1994-07-24 | Paper |
| A remark on the weak convergence of processes in the Skorohod topology | 1993-10-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3996259 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973613 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976728 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979061 | 1992-06-26 | Paper |
| Weak limit theorems for stochastic integrals and stochastic differential equations | 1992-06-25 | Paper |
| On semimartingale decompositions of convex functions of semimartingales | 1992-01-01 | Paper |
| Stochastic Volterra equations with anticipating coefficients | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3482640 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3822942 | 1989-01-01 | Paper |
| Time reversal on Lévy processes | 1988-01-01 | Paper |
| A two-sided stochastic integral and its calculus | 1987-01-01 | Paper |
| Reversing gaussian semimartingales without gauss† | 1987-01-01 | Paper |
| Semimartingales and measure preserving flows | 1986-01-01 | Paper |
| Stochastic integration without tears | 1986-01-01 | Paper |
| Volterra equations driven by semimartingales | 1985-01-01 | Paper |
| Approximations of solutions of stochastic differential equations driven by semimartingales | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3660618 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4747342 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3940583 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3940584 | 1982-01-01 | Paper |
| An extension of Kazamaki's results on BMO differentials | 1980-01-01 | Paper |
| Stochastic differential equations with jump reflection at the boundary | 1980-01-01 | Paper |
| Semimartingales and Markov processes | 1980-01-01 | Paper |
| Martingales with given absolute value | 1979-01-01 | Paper |
| A comparison of stochastic integrals | 1979-01-01 | Paper |
| ? p stability of solutions of stochastic differential equations | 1978-01-01 | Paper |
| ? p stability of solutions of stochastic differential equations | 1978-01-01 | Paper |
| On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations | 1977-01-01 | Paper |
| Right-continuous solutions of systems of stochastic integral equations | 1977-01-01 | Paper |
| Stability of the classification of stopping times | 1977-01-01 | Paper |
| Markov solutions of stochastic differential equations | 1977-01-01 | Paper |
