| Publication | Date of Publication | Type |
|---|
The importance of dynamic risk constraints for limited liability operators
Annals of Operations Research | 2024-06-04 | Paper |
Projections of SDEs onto submanifolds
Information Geometry | 2024-01-16 | Paper |
Optimal projection filters with information geometry
Information Geometry | 2024-01-16 | Paper |
Option pricing models without probability: a rough paths approach
Mathematical Finance | 2023-09-28 | Paper |
Non‐geometric rough paths on manifolds
Journal of the London Mathematical Society | 2023-08-22 | Paper |
Stochastic modeling of assets and liabilities with mortality risk
Scandinavian Actuarial Journal | 2021-12-08 | Paper |
Classifying financial markets up to isomorphism
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2021-10-29 | Paper |
Anomalous Recurrence Properties of Markov Chains on Manifolds of Negative Curvature
| 2020-11-07 | Paper |
Curved Schemes for SDEs on Manifolds
| 2020-09-21 | Paper |
Optimal approximation of SDEs on submanifolds: the Itô-vector and Itô-jet projections
Proceedings of the London Mathematical Society | 2019-08-14 | Paper |
Intrinsic stochastic differential equations as jets
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2018-12-04 | Paper |
The Markowitz category
SIAM Journal on Financial Mathematics | 2018-10-31 | Paper |
Pricing index options by static hedging under finite liquidity
International Journal of Theoretical and Applied Finance | 2018-10-10 | Paper |
Itô stochastic differential equations as 2-jets
| 2018-01-12 | Paper |
Small-time asymptotics under local-stochastic volatility with a jump-to-default: curvature and the heat kernel expansion
SIAM Journal on Financial Mathematics | 2017-02-16 | Paper |
Stochastic PDE Projection on Manifolds: Assumed-Density and Galerkin Filters
Lecture Notes in Computer Science | 2016-05-25 | Paper |
The Pontryagin forms of Hessian manifolds
Lecture Notes in Computer Science | 2016-05-25 | Paper |
Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
MCSS. Mathematics of Control, Signals, and Systems | 2016-04-26 | Paper |
Twistor lines on cubic surfaces
| 2015-11-18 | Paper |
The twistor discriminant locus of the Fermat cubic
The New York Journal of Mathematics | 2015-07-08 | Paper |
Twistor topology of the Fermat cubic
SIGMA. Symmetry, Integrability and Geometry: Methods and Applications | 2014-08-26 | Paper |
Stochastic filtering by projection: the example of the quadratic sensor
Lecture Notes in Computer Science | 2014-04-16 | Paper |
Categorifying Coloring Numbers
| 2008-03-11 | Paper |
The Extension of Knot Groups to Tangles
| 2005-09-28 | Paper |
Local models and integrability of certain almost Kähler 4-manifolds
Mathematische Annalen | 2002-12-01 | Paper |
Local rigidity of certain classes of almost Kähler 4-manifolds
Annals of Global Analysis and Geometry | 2002-06-09 | Paper |
An ansatz for almost-Kähler, Einstein 4-manifolds
Journal für die Reine und Angewandte Mathematik | 2002-02-05 | Paper |
Symplectic 4-manifolds with Hermitian Weyl tensor
Transactions of the American Mathematical Society | 2000-09-03 | Paper |
scientific article; zbMATH DE number 1136699 (Why is no real title available?)
| 1998-10-28 | Paper |
