| Publication | Date of Publication | Type |
|---|
| Functional equations for the stochastic exponential | 2023-11-30 | Paper |
| Martingale transformations of Brownian motion with application to functional equations | 2023-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5091283 | 2022-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5091367 | 2022-07-26 | Paper |
| Functional equations and martingales | 2022-03-22 | Paper |
| On martingale transformations of multidimensional Brownian motion | 2021-11-12 | Paper |
| A probabilistic method of solving Lobachevsky's functional equation | 2021-04-15 | Paper |
| Change of variable formulas for non-anticipative functionals | 2020-07-14 | Paper |
| Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem | 2019-08-08 | Paper |
| On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions | 2017-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2959435 | 2017-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3463747 | 2016-01-20 | Paper |
| On the properties of dynamic value functions in the problem of optimal investment in incomplete markets | 2015-03-10 | Paper |
| Backward stochastic partial differential equations related to utility maximization and hedging | 2015-02-18 | Paper |
| Mean-variance hedging via stochastic control and BSDEs for general semimartingales | 2013-01-25 | Paper |
| New proofs of some results on BMO martingales using BSDEs | 2012-05-06 | Paper |
| Exponential utility maximization under partial information | 2011-11-27 | Paper |
| Backward stochastic PDEs related to the utility maximization problem | 2011-01-13 | Paper |
| \(L^{2}\)-approximating pricing under restricted information | 2010-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400819 | 2010-02-05 | Paper |
| Mean-Variance Hedging Under Partial Information | 2009-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3542639 | 2008-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3542745 | 2008-12-01 | Paper |
| A Bayesian-martingale approach to the general disorder problem | 2007-07-27 | Paper |
| An exponential martingale equation | 2006-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493561 | 2006-10-23 | Paper |
| Dynamic exponential utility indifference valuation | 2005-11-08 | Paper |
| A semimartingale BSDE related to the minimal entropy martingale measure | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4654401 | 2005-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4824855 | 2004-11-01 | Paper |
| A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market. | 2004-09-22 | Paper |
| Backward Stochastic PDE and Imperfect Hedging | 2004-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4459182 | 2004-03-25 | Paper |
| A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow | 2004-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2709768 | 2001-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213624 | 2001-11-25 | Paper |
| Semimartingale Functions of a Class of Diffusion Processes | 2001-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945086 | 2001-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4497353 | 2000-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226545 | 1999-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213630 | 1999-05-18 | Paper |
| Semimartingale characterization of generalized derivatives | 1998-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5690502 | 1997-10-12 | Paper |
| On functions transforming a Wiener process into a semimartingale | 1997-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718249 | 1997-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4695454 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3980799 | 1992-06-26 | Paper |
| Optimal locally absolutely continuous change of measure. finite set of decisions. part i | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3780198 | 1987-01-01 | Paper |
| Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3797970 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3875023 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4153415 | 1977-01-01 | Paper |
