| Publication | Date of Publication | Type |
|---|
| Market impact: a systematic study of the high frequency options market | 2021-12-01 | Paper |
| Algorithmic trading in a microstructural limit order book model | 2020-12-07 | Paper |
| Challenging the robustness of optimal portfolio investment with moving average-based strategies | 2019-03-06 | Paper |
| Forecasting trends with asset prices | 2018-11-19 | Paper |
| High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration | 2018-11-14 | Paper |
| Non-linear filtering and optimal investment under partial information for stochastic volatility models | 2018-07-13 | Paper |
| PERFORMANCE ANALYSIS OF THE OPTIMAL STRATEGY UNDER PARTIAL INFORMATION | 2017-04-13 | Paper |
| Long-Time Behavior of a Hawkes Process--Based Limit Order Book | 2015-12-09 | Paper |
| Modelling Bid and Ask Prices Using Constrained Hawkes Processes: Ergodicity and Scaling Limit | 2015-01-20 | Paper |
| Optimizing a basket against the efficient market hypothesis | 2014-02-08 | Paper |
| A MATHEMATICAL APPROACH TO ORDER BOOK MODELING | 2013-10-21 | Paper |
| Gradient blow-up in Zygmund spaces for the very weak solution of a linear elliptic equation | 2013-04-24 | Paper |
| Stationary free surface viscous flows without surface tension in three dimensions. | 2013-04-09 | Paper |
| The times change: multivariate subordination. Empirical facts | 2012-06-25 | Paper |
| Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets | 2011-06-21 | Paper |
| A nonlinear partial integro-differential equation from mathematical finance | 2010-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4264570 | 2003-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4284526 | 1999-09-23 | Paper |
| Local existence and uniqueness of a stefan problem with surface tension | 1997-10-22 | Paper |
| Well-posedness for a cauchy problem associated to time dependent free boundaries with nonlocal leading terms | 1996-11-25 | Paper |
| Study of a nonlinear elliptic-parabolic equation with measures as data: Existence regularity and behaviour near a singularity | 1996-10-29 | Paper |
| Existence of smooth, stationary interfaces for Marangoni-type flow | 1996-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4281216 | 1994-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4307912 | 1994-10-04 | Paper |
| A geometric approach to the study of stationary free surface flows for viscous liquids | 1994-01-21 | Paper |
| On a Dissolution-Growth Problem with Surface Tension in the Neighborhood of a Stationary Solution | 1993-06-29 | Paper |
| Some optimal control problems of multistate equations appearing in fluid mechanics | 1993-05-04 | Paper |
| A mathematical theory for viscous, free-surface flows over a perturbed plane | 1992-08-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4711171 | 1992-06-25 | Paper |
| Existence and finite dimensionality of the global attractor for evolution equations on unbounded domains | 1990-01-01 | Paper |
| On some control problems in fluid mechanics | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3828599 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3828600 | 1989-01-01 | Paper |
| Attractor for a Navier-Stokes flow in an unbounded domain | 1989-01-01 | Paper |
| Optimality Conditions for Some Nonqualified Problems of Distributed Control | 1989-01-01 | Paper |
| A non-well-posed problem in convex optimal control | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3814284 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3814285 | 1986-01-01 | Paper |
