| Publication | Date of Publication | Type |
|---|
| Introduction to stochastic finance | 2018-08-28 | Paper |
| A note on the Monge-Kantorovich problem in the plane | 2015-04-14 | Paper |
| OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY | 2015-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5327219 | 2013-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925749 | 2013-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925024 | 2013-06-11 | Paper |
| A new look at the Lagrange method for continuous-time stochastic optimization | 2013-01-28 | Paper |
| Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders | 2012-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3581705 | 2010-09-02 | Paper |
| Markowitz strategies revised | 2010-07-08 | Paper |
| An overview of representation theorems for static risk measures | 2009-12-07 | Paper |
| Wick calculus for nonlinear Gaussian functionals | 2009-11-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3626651 | 2009-05-22 | Paper |
| General matrix-valued inhomogeneous linear stochastic differential equations and applications | 2008-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5294255 | 2007-07-24 | Paper |
| The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) | 2007-02-16 | Paper |
| A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails | 2006-09-22 | Paper |
| MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET | 2006-06-12 | Paper |
| A new look at some basic concepts in arbitrage pricing theory | 2005-08-30 | Paper |
| Continuous-time mean-risk portfolio selection | 2005-08-04 | Paper |
| Precise large deviations for sums of random variables with consistently varying tails | 2004-09-24 | Paper |
| A limit theorem for partial sums of random variables and its applications. | 2004-02-14 | Paper |
| Precise large deviations for the prospective-loss process | 2003-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4793186 | 2003-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4781784 | 2003-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2784990 | 2003-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4549251 | 2002-08-27 | Paper |
| Gaussian kernel operators on white noise functional spaces | 2002-08-15 | Paper |
| On Wick product of generalized operators | 2002-02-18 | Paper |
| Generalized Fourier-Mehler transforms on white noise functional spaces | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2767317 | 2002-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4793190 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2703823 | 2001-03-19 | Paper |
| A complex scaling approach to sequential Feynman integrals | 2001-01-17 | Paper |
| Generalized functions in infinite dimensional analysis | 2000-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4257367 | 2000-01-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225849 | 1999-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213413 | 1999-02-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892154 | 1997-09-01 | Paper |
| Multiple intersection local time of planar Brownian motion as a particular Hida distribution | 1997-07-07 | Paper |
| New distributions over Wiener and Euclidean spaces | 1997-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848506 | 1996-04-09 | Paper |
| A note on the Lévy Laplacian | 1995-09-18 | Paper |
| Products and transforms of white-noise functionals (in general setting) | 1995-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4764554 | 1995-07-06 | Paper |
| From Feynman-Kac formula to Feynman integrals via analytic continuation | 1995-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3138662 | 1994-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4274285 | 1993-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026019 | 1993-02-21 | Paper |
| Continuity of affine transformations of white noise test functionals and applications | 1993-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3983423 | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3975593 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3975594 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979055 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979056 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979057 | 1992-06-26 | Paper |
| Dirichlet forms and symmetric diffusions on a bounded domain in \(R^ d\) | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4712687 | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3353899 | 1991-01-01 | Paper |
| A remark on conditional expectations | 1990-01-01 | Paper |
| Dirichlet forms and potential theory of symmetric Hunt processes | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357178 | 1989-01-01 | Paper |
| On the existence of density of the law of a Wiener functional | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751704 | 1989-01-01 | Paper |
| On the existence of diffusions with singular drift coefficient | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3796266 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3811474 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3825860 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3757074 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3769696 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746600 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3715941 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3715971 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3736636 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3329680 | 1984-01-01 | Paper |
| Valeurs prises par les martingales locales continues à un instant donne | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3657140 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4748917 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4748923 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3943756 | 1982-01-01 | Paper |
| Martingales Locales sur un Ouvert Droit Optionnel† | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3966868 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3935948 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3866824 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3868549 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3870095 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3871669 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3873273 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3883237 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3891507 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3921914 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4158257 | 1978-01-01 | Paper |
