| Publication | Date of Publication | Type |
|---|
| Mean–field moral hazard for optimal energy demand response management | 2023-09-27 | Paper |
| A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times | 2023-09-15 | Paper |
| Mean-field reflected backward stochastic differential equations | 2023-07-31 | Paper |
| Evolutionary Dynamics and Phi-Regret Minimization in Games | 2022-08-02 | Paper |
| Fairness guarantee in multi-class classification | 2021-09-28 | Paper |
| Contact rate epidemic control of COVID-19: an equilibrium view | 2021-07-19 | Paper |
| COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability | 2021-07-19 | Paper |
| Conditional Loss and Deep Euler Scheme for Time Series Generation | 2021-02-10 | Paper |
| A Tale of a Principal and Many, Many Agents | 2020-03-12 | Paper |
| An Adverse Selection Approach to Power Pricing | 2020-03-11 | Paper |
| Large Banking Systems with Default and Recovery: A Mean Field Game Model | 2020-01-28 | Paper |
| Contracting Theory with Competitive Interacting Agents | 2019-03-29 | Paper |
| On a Class of Path-Dependent Singular Stochastic Control Problems | 2018-09-25 | Paper |
| BSDEs with mean reflection | 2018-05-25 | Paper |
| Regularity of BSDEs with a convex constraint on the gains-process | 2018-02-15 | Paper |
| OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT | 2015-10-20 | Paper |
| Approximate hedging for nonlinear transaction costs on the volume of traded assets | 2015-08-04 | Paper |
| When terminal facelift enforces delta constraints | 2015-03-30 | Paper |
| BSDEs with weak terminal condition | 2015-03-27 | Paper |
| Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections | 2015-02-17 | Paper |
| BSDE representations for optimal switching problems with controlled volatility | 2014-07-18 | Paper |
| On the expectation of normalized Brownian functionals up to first hitting times | 2014-05-02 | Paper |
| A simple constructive approach to quadratic BSDEs with or without delay | 2014-04-28 | Paper |
| A note on utility based pricing and asymptotic risk diversification | 2013-02-26 | Paper |
| Discrete-time approximation of multidimensional BSDEs with oblique reflections | 2012-07-08 | Paper |
| A note on existence and uniqueness for solutions of multidimensional reflected BSDEs | 2011-09-09 | Paper |
| Stochastic Target Problems with Controlled Loss | 2010-10-20 | Paper |
| Optimal Control under Stochastic Target Constraints | 2010-10-20 | Paper |
| Probabilistic representation and approximation for coupled systems of variational inequalities | 2010-08-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3550821 | 2010-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3656686 | 2010-01-13 | Paper |
| Double Kernel Estimation of Sensitivities | 2009-10-08 | Paper |
| Finite time Merton strategy under drawdown constraint: a viscosity solution approach | 2009-07-24 | Paper |
| Optimal lifetime consumption and investment under a drawdown constraint | 2009-02-28 | Paper |
| Discrete-time approximation of decoupled Forward-Backward SDE with jumps | 2008-02-06 | Paper |
| Kernel estimation of Greek weights by parameter randomization | 2008-01-28 | Paper |
