Publication | Date of Publication | Type |
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A graph convolutional network approach for predicting network robustness | 2025-01-24 | Paper |
Limiting distribution of dense orbits in a moduli space of rank \(m\) discrete subgroups in \((m+1)\)-space | 2024-10-30 | Paper |
Dynamic discrete choice under rational inattention | 2024-06-21 | Paper |
Limiting distribution of dense orbits in a moduli space of rank $m$ discrete subgroups in $(m+1)$-space | 2023-07-22 | Paper |
Equidistribution of lattice orbits in the space of homothety classes of rank $2$ sublattices in $\mathbb R^3$ | 2023-05-06 | Paper |
Some measure-theoretical and dynamical properties of successive minima on the space of unimodular lattices | 2022-12-29 | Paper |
Fractional dimension related to badly approximable matrices associated with higher successive minima | 2022-12-29 | Paper |
Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality | 2022-11-15 | Paper |
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators | 2022-10-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q5062630 | 2022-03-17 | Paper |
Nonfragile observer-based guaranteed cost finite-time control of discrete-time positive impulsive switched systems | 2019-12-05 | Paper |
Finite-time control of uncertain fractional-order positive impulsive switched systems with mode-dependent average dwell time | 2019-11-21 | Paper |
Guaranteed cost finite-time control of fractional-order nonlinear positive switched systems with \(D\)-perturbations via MDADT | 2019-06-04 | Paper |
Guaranteed cost finite-time control of discrete-time positive impulsive switched systems | 2019-02-18 | Paper |
Convex duality for Epstein–Zin stochastic differential utility | 2018-11-02 | Paper |
A class of globally solvable Markovian quadratic BSDE systems and applications | 2018-04-27 | Paper |
BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data | 2018-03-05 | Paper |
Guaranteed cost finite-time control of positive switched nonlinear systems with \(D\)-perturbation | 2018-02-15 | Paper |
Asset pricing under optimal contracts | 2018-01-11 | Paper |
Long-Term Optimal Investment in Matrix Valued Factor Models | 2017-07-20 | Paper |
ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS | 2017-03-13 | Paper |
STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES | 2017-03-13 | Paper |
Consumption-investment optimization with Epstein-Zin utility in incomplete markets | 2017-01-12 | Paper |
Large Time Behavior of Solutions to SemiLinear Equations with Quadratic Growth in the Gradient | 2016-05-31 | Paper |
Incomplete stochastic equilibria for dynamic monetary utility | 2015-05-27 | Paper |
Asymptotic Glosten--Milgrom Equilibrium | 2015-05-15 | Paper |
Abstract, classic, and explicit turnpikes | 2014-11-14 | Paper |
Point process bridges and weak convergence of insider trading models | 2014-01-17 | Paper |
Valuation Equations for Stochastic Volatility Models | 2013-01-25 | Paper |
Strict local martingale deflators and valuing American call-type options | 2012-11-15 | Paper |
Regularity of the Optimal Stopping Problem for Jump Diffusions | 2012-09-12 | Paper |
Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions | 2012-07-20 | Paper |
On backward stochastic differential equations and strict local martingales | 2012-06-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q5199728 | 2011-08-16 | Paper |
PRICING ASIAN OPTIONS FOR JUMP DIFFUSION | 2011-02-02 | Paper |
On the uniqueness of classical solutions of Cauchy problems | 2010-06-08 | Paper |
Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions | 2010-04-21 | Paper |
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions | 2009-12-11 | Paper |
On Randers metrics with isotropic \(S\)-curvature | 2008-09-09 | Paper |
ON EFFECTIVE F-THEORY ACTION IN TYPE IIA COMPACTIFICATIONS | 2007-05-23 | Paper |
Extract intelligible and concise fuzzy rules from neural networks | 2003-04-02 | Paper |