| Publication | Date of Publication | Type |
|---|
On characterizing the representation for a reversed point martingale
Taiwanese Journal of Mathematics | 2009-04-28 | Paper |
Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump
Statistics & Probability Letters | 2007-06-26 | Paper |
Asian options with jumps
Statistics & Probability Letters | 2007-02-14 | Paper |
Some Properties of CIR Processes
Stochastic Analysis and Applications | 2006-08-21 | Paper |
| scientific article; zbMATH DE number 2245567 (Why is no real title available?) | 2006-01-10 | Paper |
ANTICIPATIVE STOCHASTIC INTEGRALS EQUATIONS DRIVEN BY SEMIMARTINGALES
Stochastic Analysis and Applications | 2003-06-26 | Paper |
GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS
Stochastic Analysis and Applications | 2002-07-10 | Paper |
| scientific article; zbMATH DE number 1619450 (Why is no real title available?) | 2001-07-12 | Paper |
| scientific article; zbMATH DE number 1619450 (Why is no real title available?) | 2001-07-12 | Paper |
On some inequalities of multiple stochastic integrals for normal martingales
Stochastics and Stochastic Reports | 2000-10-23 | Paper |
On some inequalities of local times for Azéma martingales
Bernoulli | 2000-08-06 | Paper |
| scientific article; zbMATH DE number 724790 (Why is no real title available?) | 1995-06-30 | Paper |
| scientific article; zbMATH DE number 719540 (Why is no real title available?) | 1995-06-30 | Paper |
On some inequalities of local time
Journal of Theoretical Probability | 1995-02-26 | Paper |
On the extension of an identity in law between the Brownian bridge and the variance of the Brownian motion
Stochastic Processes and their Applications | 1994-04-10 | Paper |
| scientific article; zbMATH DE number 94966 (Why is no real title available?) | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 24168 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 3862153 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3862153 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3804576 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3804576 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3787784 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3787784 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3729200 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3729200 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3673311 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3673311 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3671424 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3671424 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3637037 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3637037 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3637036 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3637036 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3584685 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3584685 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3564031 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3564031 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3511348 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3511348 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3511340 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3511340 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3511339 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3511339 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3495450 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3433281 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3366821 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3366822 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3366823 (Why is no real title available?) | 1972-01-01 | Paper |
