| Publication | Date of Publication | Type |
|---|
Pricing of American lookback spread options
Stochastic Processes and their Applications | 2020-09-03 | Paper |
Limit properties of continuous self-exciting processes
Statistics & Probability Letters | 2019-09-25 | Paper |
Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes
Statistics & Probability Letters | 2019-02-20 | Paper |
Conditional correlation in asset return and GARCH intensity model
AStA. Advances in Statistical Analysis | 2018-11-09 | Paper |
A factor contagion model for portfolio credit derivatives
Quantitative Finance | 2018-09-19 | Paper |
Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation
East Asian Journal on Applied Mathematics | 2017-10-23 | Paper |
Numerical computation of hitting time distributions of increasing Lévy processes
Statistics & Probability Letters | 2016-10-31 | Paper |
Stochastic analysis for finance with simulations
Universitext | 2016-05-03 | Paper |
The \(k\)th default time distribution and basket default swap pricing
Quantitative Finance | 2013-12-13 | Paper |
High precision numerical estimation of the largest Lyapunov exponent
Communications in Nonlinear Science and Numerical Simulation | 2011-09-23 | Paper |
Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Tests of randomness by the gambler's ruin algorithm
Applied Mathematics and Computation | 2008-05-16 | Paper |
Computational ergodic theory
Algorithms and Computation in Mathematics | 2005-02-25 | Paper |
Mod 2 normal numbers and skew products
Studia Mathematica | 2004-10-07 | Paper |
A universal law of logarithm of the recurrence time
Nonlinearity | 2003-10-12 | Paper |
The Khintchine constants for generalized continued fractions.
Applied Mathematics and Computation | 2003-08-25 | Paper |
Recurrence of transformations with absolutely continuous invariant measures.
Applied Mathematics and Computation | 2003-01-28 | Paper |
Recurrence speed of multiples of an irrational number.
Proceedings of the Japan Academy. Series A | 2002-09-12 | Paper |
| scientific article; zbMATH DE number 1789168 (Why is no real title available?) | 2002-08-26 | Paper |
The first return time test of pseudorandom numbers
Journal of Computational and Applied Mathematics | 2002-08-22 | Paper |
Entropy and the randomness of the digits of Pi
Communications of the Korean Mathematical Society | 2002-02-27 | Paper |
Average convergence rate of the first return time
Colloquium Mathematicum | 2001-11-22 | Paper |
Generalized continued fractions.
Applied Mathematics and Computation | 2000-06-25 | Paper |
| scientific article; zbMATH DE number 1457618 (Why is no real title available?) | 2000-06-12 | Paper |
Spectral types of skewed Bernoulli shift
Proceedings of the American Mathematical Society | 1999-11-17 | Paper |
| scientific article; zbMATH DE number 1160361 (Why is no real title available?) | 1999-01-03 | Paper |
On normal numbers mod $2$
Colloquium Mathematicum | 1998-04-26 | Paper |
Strong shift equivalence of 2 by 2 non‐negative integral matrices
Mathematika | 1997-09-15 | Paper |
| scientific article; zbMATH DE number 888937 (Why is no real title available?) | 1996-07-16 | Paper |
Weighted normal numbers
Bulletin of the Australian Mathematical Society | 1996-04-28 | Paper |
| scientific article; zbMATH DE number 519546 (Why is no real title available?) | 1995-02-19 | Paper |
| scientific article; zbMATH DE number 438539 (Why is no real title available?) | 1994-05-09 | Paper |
| Spectral Types of Uniform Distribution | 1994-05-05 | Paper |
| scientific article; zbMATH DE number 4192466 (Why is no real title available?) | 1990-01-01 | Paper |
