| Publication | Date of Publication | Type |
|---|
| Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty | 2023-11-15 | Paper |
| A short note on super-hedging an arbitrary number of European options with integer-valued strategies | 2023-11-15 | Paper |
| No-arbitrage conditions and pricing from discrete-time to continuous-time strategies | 2023-07-06 | Paper |
| Risk-hedging a European option with a convex risk measure and without no-arbitrage condition | 2023-06-26 | Paper |
| Dynamic programming principle and computable prices in financial market models with transaction costs | 2023-04-14 | Paper |
| Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty | 2022-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5044308 | 2022-10-25 | Paper |
| COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION | 2022-03-11 | Paper |
| Pricing without no-arbitrage condition in discrete time | 2021-10-22 | Paper |
| Conditional interior and conditional closure of random sets | 2021-05-11 | Paper |
| Risk arbitrage and hedging to acceptability under transaction costs | 2021-04-29 | Paper |
| A Complement to the Grigoriev Theorem for the Kabanov Model | 2020-09-16 | Paper |
| Consumption-investment optimization problem in a Lévy financial model with transaction costs and Làdlàg strategies | 2020-06-18 | Paper |
| Random optimization on random sets | 2020-03-09 | Paper |
| Pricing under dynamic risk measures | 2019-12-05 | Paper |
| Conditional cores and conditional convex hulls of random sets | 2019-08-21 | Paper |
| Diffusion Equations: Convergence of the Functional Scheme Derived from the Binomial Tree with Local Volatility for Non Smooth Payoff Functions | 2019-05-15 | Paper |
| Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient | 2018-12-13 | Paper |
| Approximation of Non-Lipschitz SDEs by Picard Iterations | 2018-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4609296 | 2018-03-29 | Paper |
| New Developments on the Modigliani--Miller Theorem | 2017-03-09 | Paper |
| Consumption-investment problem with transaction costs for Lévy-driven price processes | 2016-09-07 | Paper |
| On Supremal and Maximal Sets with Respect to Random Partial Orders | 2016-05-13 | Paper |
| Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs | 2016-03-31 | Paper |
| Approximate hedging for nonlinear transaction costs on the volume of traded assets | 2015-08-04 | Paper |
| Asymptotic arbitrage with small transaction costs | 2015-02-06 | Paper |
| Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs | 2014-09-04 | Paper |
| VECTOR-VALUED COHERENT RISK MEASURE PROCESSES | 2014-06-19 | Paper |
| Essential supremum with respect to a random partial order | 2014-01-16 | Paper |
| Essential supremum and essential maximum with respect to random preference relations | 2014-01-16 | Paper |
| MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE | 2013-05-14 | Paper |
| Asymptotic arbitrage in large financial markets with friction | 2013-02-26 | Paper |
| The fundamental theorem of asset pricing under transaction costs | 2012-12-07 | Paper |
| Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs | 2012-11-02 | Paper |
| Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty | 0001-01-03 | Paper |
