| Publication | Date of Publication | Type |
|---|
| Real Time Computing (NATO ASI Series. Series F, Computer and Systems Sciences, Vol. 127) | 2023-09-25 | Paper |
| In memoriam Marco Avellaneda | 2022-10-14 | Paper |
| In Memoriam Mardi Dungey | 2022-05-27 | Paper |
| In memoriam Peter Carr | 2022-05-05 | Paper |
| Bond flotation with exotic commodity collateral | 2021-09-03 | Paper |
| Path-breaking contributions of K. J. Arrow | 2019-03-06 | Paper |
| Designing Minimum Guaranteed Return Funds | 2019-01-25 | Paper |
| Comparison of Sampling Methods for Dynamic Stochastic Programming | 2019-01-25 | Paper |
| EMPIRICAL COPULAS FOR CDO TRANCHE PRICING USING RELATIVE ENTROPY | 2014-07-17 | Paper |
| Determinants of oil futures prices and convenience yields | 2014-01-30 | Paper |
| Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model | 2012-03-06 | Paper |
| WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES | 2011-12-28 | Paper |
| Benoit B. Mandelbrot (1924–2010): a father of Quantitative Finance | 2011-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5324622 | 2009-08-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5324629 | 2009-08-03 | Paper |
| Financial markets. The joy of volatility | 2008-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5439471 | 2008-02-11 | Paper |
| Introduction to the special issue on portfolio construction and risk management | 2007-10-22 | Paper |
| Volatility-induced financial growth | 2007-07-23 | Paper |
| Designing minimum guaranteed return funds | 2007-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3372258 | 2006-02-20 | Paper |
| Sequential importance sampling algorithms for dynamic stochastic programming | 2005-10-11 | Paper |
| Planning logistics operations in the oil industry | 2005-01-10 | Paper |
| Exponential growth of fixed-mix strategies in stationary asset markets | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2782371 | 2003-09-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4708017 | 2003-06-12 | Paper |
| Fast numerical valuation of American, exotic and complex options | 2002-09-04 | Paper |
| Pricing American Stock Options by Linear Programming | 2001-11-26 | Paper |
| Pricing American Options Fitting the Smile | 2001-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407995 | 2001-01-01 | Paper |
| Balanced states in stochastic economies with locally interacting agents | 2000-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251870 | 2000-08-07 | Paper |
| EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures | 1999-12-02 | Paper |
| Dynamic stochastic programming for asset-liability management | 1999-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4218393 | 1998-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4350721 | 1998-11-01 | Paper |
| Parallelization and aggregation of nested Benders decomposition | 1998-09-27 | Paper |
| Stochastic programming approaches to stochastic scheduling | 1997-01-07 | Paper |
| A Practical Geometrically Convergent Cutting Plane Algorithm | 1995-10-22 | Paper |
| Optimal match-up strategies in stochastic scheduling | 1995-04-10 | Paper |
| Measuring rates of convergence of numerical algorithms | 1994-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3974815 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3348845 | 1991-01-01 | Paper |
| The Linear Order Complementarity Problem | 1989-01-01 | Paper |
| The Linear Order Complementarity Problem | 1989-01-01 | Paper |
| On stochastic programming ii: dynamic problems under risk∗ | 1988-01-01 | Paper |
| Optimal capacity expansion under uncertainty | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3827815 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3941195 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3942135 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3910314 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3944354 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4121693 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5619846 | 1971-01-01 | Paper |
| On stochastic programming. I: Static linear programming under risk | 1968-01-01 | Paper |
| On the Gotlieb-Csima Time-Tabling Algorithm | 1968-01-01 | Paper |
