| Publication | Date of Publication | Type |
|---|
| ``Animal spirits and bank's lending behaviour, a disequilibrium approach | 2023-04-17 | Paper |
| Macroeconomic Stabilization Policies in Intrinsically Unstable Macroeconomies | 2023-03-13 | Paper |
| The Fiscal Cost of Financial Instability | 2023-03-13 | Paper |
| The limit distribution of evolving strategies in financial markets | 2023-03-07 | Paper |
| Asset price and wealth dynamics under heterogeneous expectations | 2019-01-14 | Paper |
| A simulation analysis of the microstructure of double auction markets* | 2019-01-14 | Paper |
| A behavioural model of investor sentiment in limit order markets | 2018-11-19 | Paper |
| Volatility swaps and volatility options on discretely sampled realized variance | 2018-11-02 | Paper |
| Correction: Exchange Option under Jump-diffusion Dynamics | 2018-09-18 | Paper |
| Learning, information processing and order submission in limit order markets | 2018-08-13 | Paper |
| Sustainable asset accumulation and dynamic portfolio decisions | 2016-10-05 | Paper |
| A comparative study on time-efficient methods to price compound options in the Heston model | 2016-09-27 | Paper |
| American option pricing under two stochastic volatility processes | 2016-04-27 | Paper |
| THE EVALUATION OF MULTIPLE YEAR GAS SALES AGREEMENT WITH REGIME SWITCHING | 2016-04-01 | Paper |
| The Numerical Solution of the American Option Pricing Problem | 2015-09-16 | Paper |
| APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES | 2015-07-23 | Paper |
| Derivative security pricing. Techniques, methods and applications | 2015-04-08 | Paper |
| Isoelastic oligopolies under uncertainty | 2015-01-29 | Paper |
| Pricing range notes within Wishart affine models | 2015-01-28 | Paper |
| An evolutionary CAPM under heterogeneous beliefs | 2014-11-12 | Paper |
| A Reconsideration of the Formal Minskyan Analysis: Microfundations, Endogenous Money and the Public Sector | 2014-10-02 | Paper |
| A Homoclinic Route to Volatility: Dynamics of Asset Prices Under Autoregressive Forecasting | 2014-10-02 | Paper |
| The Evaluation of Gas Swing Contracts with Regime Switching | 2014-09-29 | Paper |
| Pricing American options written on two underlying assets | 2014-09-05 | Paper |
| The representation of American options prices under stochastic volatility and jump-diffusion dynamics | 2014-02-08 | Paper |
| CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS | 2013-08-15 | Paper |
| The evaluation of barrier option prices under stochastic volatility | 2013-07-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925745 | 2013-06-12 | Paper |
| Exchange Options Under Jump-Diffusion Dynamics | 2012-06-08 | Paper |
| The financial instability hypothesis: a stochastic microfoundation framework | 2011-07-13 | Paper |
| Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms | 2011-05-31 | Paper |
| An analysis of the effect of noise in a heterogeneous agent financial market model | 2011-01-31 | Paper |
| Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model | 2011-01-28 | Paper |
| A Framework for CAPM with Heterogeneous Beliefs | 2010-06-21 | Paper |
| The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach | 2010-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3653766 | 2009-12-28 | Paper |
| American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach | 2009-09-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3395305 | 2009-08-25 | Paper |
| The impact of heterogeneous trading rules on the limit order book and order flows | 2009-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5322348 | 2009-07-20 | Paper |
| THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES | 2009-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3635809 | 2009-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3635810 | 2009-07-06 | Paper |
| A preference free partial differential equation for the term structure of interest rates | 2009-02-06 | Paper |
| A complete Markovian stochastic volatility model in the HJM framework | 2009-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5303065 | 2009-01-15 | Paper |
| A dynamic analysis of moving average rules | 2008-12-12 | Paper |
| Asset price and wealth dynamics in a financial market with heterogeneous agents | 2008-12-12 | Paper |
| Evaluation of American strangles | 2008-11-06 | Paper |
| A model of financial market dynamics with heterogeneous beliefs and state-dependent confidence | 2008-09-12 | Paper |
| My chaotic career-from billiard balls to economic dynamics and financial markets | 2008-09-09 | Paper |
| A behavioral asset pricing model with a time-varying second moment | 2008-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3524413 | 2008-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3499312 | 2008-05-29 | Paper |
| A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps | 2008-01-31 | Paper |
| The feedback channels in macroeconomics: analytical foundations for structural econometric model building | 2007-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308308 | 2007-09-27 | Paper |
| Intertemporal asset allocation when the underlying factors are unobservable | 2007-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5292099 | 2007-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5292100 | 2007-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5292102 | 2007-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5292103 | 2007-06-19 | Paper |
| A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES | 2007-06-05 | Paper |
| The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method | 2006-12-20 | Paper |
| The multifactor nature of the volatility of futures markets | 2006-11-17 | Paper |
| The volatility of the instantaneous spot interest rate implied by arbitrage pricing -- a dynamic Bayesian approach | 2006-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5475479 | 2006-06-26 | Paper |
| A class of jump-diffusion bond pricing models within the HJM framework | 2006-02-23 | Paper |
| An analysis of the complex dynamic behaviour of nonlinear oligopoly models with time delays. | 2006-02-17 | Paper |
| Cournot oligopolies with product differentiation under uncertainty | 2006-02-06 | Paper |
| Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data | 2006-01-27 | Paper |
| Inferring the Forward Looking Equity Risk Premium from Derivative Prices | 2006-01-27 | Paper |
| On the stability of price-adjusting oligopolies with incomplete information | 2005-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5692534 | 2005-09-28 | Paper |
| An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects | 2005-09-28 | Paper |
| MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES | 2005-08-17 | Paper |
| The Dynamic Interaction of Speculation and Diversification | 2005-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3023815 | 2005-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4680645 | 2005-06-07 | Paper |
| THE LONG RUN OUTCOMES AND GLOBAL DYNAMICS OF A DUOPOLY GAME WITH MISSPECIFIED DEMAND FUNCTIONS | 2005-03-10 | Paper |
| A GAME THEORETICAL MODEL OF INTERNATIONAL FISHING WITH TIME DELAY | 2005-03-10 | Paper |
| The asymptotic behavior of dynamic producer-consumer systems | 2005-02-22 | Paper |
| A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models | 2004-11-22 | Paper |
| A stability analysis of the perfect foresight map in nonlinear models of monetary dynamics | 2004-08-19 | Paper |
| A game theoretical partially cooperative model of international fishing with time delay | 2004-07-01 | Paper |
| Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro model | 2004-07-01 | Paper |
| Bounded continuously distributed delays in dynamic oligopolies | 2004-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4464586 | 2004-05-27 | Paper |
| Finite dimensional affine realisations of HJM models in terms of forward rates and yields | 2004-02-03 | Paper |
| Modelling the currency forward risk premium: A new perspective | 2003-12-18 | Paper |
| An implementation of Bouchouev's method for a short time calibration of option pricing models | 2003-12-18 | Paper |
| Asset price dynamics among heterogeneous interacting agents | 2003-12-18 | Paper |
| Classes of interest rate models under the HJM framework | 2003-12-04 | Paper |
| The Bertrand oligopoly with information lag. | 2003-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4430373 | 2003-10-09 | Paper |
| On the attractivity of a class of homogeneous dynamic economic systems | 2003-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792531 | 2003-02-11 | Paper |
| Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case | 2003-01-21 | Paper |
| HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER | 2003-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4550918 | 2002-11-11 | Paper |
| Interest rate futures: estimation of volatility parameters in an arbitrage-free framework | 2002-09-04 | Paper |
| Heterogeneous beliefs, risk and learning in a simple asset pricing model | 2002-08-19 | Paper |
| The asymptotic behavior of dynamic rent-seeking games | 2002-08-15 | Paper |
| Asset price dynamics in a financial market with fundamentalists and chartists | 2002-03-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2725648 | 2001-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2725649 | 2001-07-12 | Paper |
| Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model | 2001-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2715555 | 2001-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2707121 | 2001-05-08 | Paper |
| Prixe flexibility and debt dynamics in a high order AS-AD model. | 2001-01-01 | Paper |
| The nonlinear Cournot model under uncertainty with continuously distributed time lags. | 2001-01-01 | Paper |
| On filtering in Markovian term structure models: an approximation approach | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494355 | 2000-08-10 | Paper |
| High order disequilibrium growth dynamics: Theoretical aspects and numerical features | 2000-06-04 | Paper |
| Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions | 2000-01-12 | Paper |
| Keynesian monetary growth dynamics in open economies | 1999-12-02 | Paper |
| Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking | 1999-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4241017 | 1999-04-29 | Paper |
| The dynamics of speculative behaviour | 1993-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4016865 | 1993-01-16 | Paper |
| The elements of a nonlinear theory of economic dynamics | 1992-09-17 | Paper |
| An example of diabetes compartment modelling | 1986-01-01 | Paper |
| The cournot-nash and cooperative solutions in the harvesting of a fish stock | 1985-01-01 | Paper |
| On the Economics of International Fisheries | 1984-01-01 | Paper |
| THE TIME-SETTLEMENT BEHAVIOUR OF A RIGID DIE RESTING ON A DEEP CLAY LAYER | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5573833 | 1969-01-01 | Paper |
| On the Evaluation of Integrals Related to the Error Function | 1968-01-01 | Paper |
