| Publication | Date of Publication | Type |
|---|
| A variance reduction technique based on integral representations | 2019-01-14 | Paper |
| Consistent pricing and hedging for a modified constant elasticity of variance model | 2019-01-14 | Paper |
| Pricing of index options under a minimal market model with log-normal scaling | 2019-01-14 | Paper |
| Valuation of FX barrier options under stochastic volatility | 2009-02-06 | Paper |
| Coherent multiperiod risk adjusted values and Bellman's principle | 2008-03-31 | Paper |
| Consistency among trading desks | 2006-12-08 | Paper |
| A benchmark approach to quantitative finance | 2006-10-18 | Paper |
| CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING | 2006-10-16 | Paper |
| Local volatility function models under a benchmark approach | 2006-08-21 | Paper |
| Understanding the implied volatility surface for options on a diversified index | 2005-12-09 | Paper |
| PERFECT HEDGING OF INDEX DERIVATIVES UNDER A MINIMAL MARKET MODEL | 2005-06-22 | Paper |
| Pareto Equilibria with coherent measures of risk | 2004-11-16 | Paper |
| VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS | 2004-10-25 | Paper |
| A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets | 2004-03-16 | Paper |
| Modelling the stochastic dynamics of volatility for equity indices | 2003-12-09 | Paper |
| Discrete and continuous ratchets: From coin toss to molecular motor | 2003-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792529 | 2003-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2771115 | 2003-02-03 | Paper |
| Martingales versus PDEs in finance: an equivalence result with examples | 2002-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2760384 | 2002-01-03 | Paper |
| Efficient option valuation using trees | 2002-01-01 | Paper |
| Coherent Measures of Risk | 2001-11-26 | Paper |
| Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models | 2001-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4495099 | 2000-08-10 | Paper |
| How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails | 1999-11-14 | Paper |
| Patterns of buffer overflow in a class of queues with long memory in the input stream | 1999-01-19 | Paper |
| Bandit problems with infinitely many arms | 1998-02-22 | Paper |
| APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES | 1997-10-01 | Paper |
| Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation | 1992-09-26 | Paper |
| Coherent inference from improper priors and from finitely additive priors | 1989-01-01 | Paper |
| Leaving an interval in limited playing time | 1988-01-01 | Paper |
| Minimizing or Maximizing the Expected Time to Reach Zero | 1987-01-01 | Paper |
| On the adequacy of pseudy-random number generators (or: How big a period do we need?) | 1986-01-01 | Paper |
| Linear subdivision is strictly a polynomial phenomenon | 1984-01-01 | Paper |
| On Means with Countably Additive Continuities | 1984-01-01 | Paper |
| With Respect to Tail Sigma Fields, Standard Measures Possess Measurable Disintegrations | 1983-01-01 | Paper |
| A note on the performance of limited entry queuing systems | 1982-01-01 | Paper |
| Allocation of Shared Costs: A Set of Axioms Yielding A Unique Procedure | 1982-01-01 | Paper |
| On finitely additive priors, coherence, and extended admissibility | 1978-01-01 | Paper |
| Internal Telephone Billing Rates—A Novel Application of Non-Atomic Game Theory | 1978-01-01 | Paper |
| Interpolation of martingales | 1977-01-01 | Paper |
| De Finetti's Theorem on Exchangeable Variables | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4107275 | 1975-01-01 | Paper |
| Red-and-black with unknown win probability | 1974-01-01 | Paper |
| Continuous-time gambling problems | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4057387 | 1974-01-01 | Paper |
| Searching for a particle on the real line | 1974-01-01 | Paper |
| Functions Possessing Restricted Mean Value Properties | 1973-01-01 | Paper |
| On a Theorem of De Finetti, Oddsmaking, and Game Theory | 1972-01-01 | Paper |
| Subfair Red-and-Black with a Limit | 1972-01-01 | Paper |
| Almost Sure Convergence of Uniform Transport Processes to Brownian Motion | 1971-01-01 | Paper |
