| Publication | Date of Publication | Type |
|---|
Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
Journal of Multivariate Analysis | 2016-12-28 | Paper |
Functions of bounded variation on the classical Wiener space and an extended Ocone-Karatzas formula
Stochastic Processes and their Applications | 2012-06-19 | Paper |
A Remark on the 1/H-Variation of the Fractional Brownian Motion
Séminaire de Probabilités XLIII | 2011-03-30 | Paper |
| Some mathematical problems associated with portfolio optimization | 2010-03-05 | Paper |
| Generalizations of Merton's mutual fund theorem in infinite-dimensional financial models | 2008-07-01 | Paper |
On a Lemma by Ansel and Stricker
Lecture Notes in Mathematics | 2007-10-31 | Paper |
| Stochastic integration with respect to a sequence of semimartingales | 2007-07-24 | Paper |
A minimax theorem without compactness hypothesis
Mediterranean Journal of Mathematics | 2006-09-28 | Paper |
A theory of stochastic integration for bond markets
The Annals of Applied Probability | 2006-07-10 | Paper |
Super-replication and utility maximization in large financial markets
Stochastic Processes and their Applications | 2005-12-07 | Paper |
Optimal stopping and American options with discrete dividends and exogenous risk
Insurance Mathematics & Economics | 2005-01-13 | Paper |
On the use of measure-valued strategies in bond markets
Finance and Stochastics | 2004-11-24 | Paper |
Local risk minimization and numéraire
Journal of Applied Probability | 2002-09-22 | Paper |
Mean-variance hedging for stochastic volatility models
Mathematical Finance | 2001-03-29 | Paper |
| scientific article; zbMATH DE number 1405943 (Why is no real title available?) | 2001-02-05 | Paper |
| scientific article; zbMATH DE number 1405943 (Why is no real title available?) | 2001-02-05 | Paper |
Functional convergence of Snell envelopes: Applications to American options approximations
Finance and Stochastics | 1999-01-27 | Paper |
| scientific article; zbMATH DE number 992550 (Why is no real title available?) | 1997-09-15 | Paper |
| scientific article; zbMATH DE number 936419 (Why is no real title available?) | 1997-06-10 | Paper |
| scientific article; zbMATH DE number 4067975 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4067975 (Why is no real title available?) | 1988-01-01 | Paper |
An approximation for the nonlinear filtering problem, with error bound†
Stochastics | 1985-01-01 | Paper |
Martingale e geometria degli spazi di Banach
Rendiconti del Seminario Matematico e Fisico di Milano | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3802579 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3802579 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3802580 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3802580 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3791037 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3665908 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3665908 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3637039 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3637039 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3530737 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3530737 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3530738 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3530738 (Why is no real title available?) | 1976-01-01 | Paper |
Deux inégalités concernant les opérateurs de Burkholder sur les martingales
The Annals of Probability | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3490189 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3490190 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3428319 (Why is no real title available?) | 1974-01-01 | Paper |
