| Publication | Date of Publication | Type |
|---|
| How good is Black-Scholes-Merton, really? | 2024-09-06 | Paper |
| GARCH and volatility swaps | 2019-01-15 | Paper |
| Exotic passport options | 2009-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3531023 | 2008-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3594586 | 2007-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5297902 | 2007-07-13 | Paper |
| OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH | 2005-06-22 | Paper |
| A NOTE ON THE PRICING OF INDEX AMORTISING RATE SWAPS IN A WORST-CASE SCENARIO | 2005-06-22 | Paper |
| Various passport options and their valuation | 2002-09-05 | Paper |
| A general framework for hedging and speculating with options | 2001-11-27 | Paper |
| UNCERTAINTY VERSUS RANDOMNESS: MINIMIZING MODEL DEPENDENCE | 2001-10-23 | Paper |
| The use, misuse and abuse of mathematics in finance | 2001-06-21 | Paper |
| The Feedback Effect of Hedging in Illiquid Markets | 2000-10-18 | Paper |
| A nonlinear non-probabilistic spot interest rate model | 2000-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4389403 | 1999-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4389402 | 1999-11-08 | Paper |
| Optimal hedging of options with small but arbitrary transaction cost structure | 1999-06-03 | Paper |
| A New Model for Interest Rates | 1998-12-28 | Paper |
| Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits | 1998-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4861512 | 1997-11-11 | Paper |
| An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs | 1997-09-18 | Paper |
| Portfolio management with transaction costs | 1997-04-16 | Paper |
| PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL | 1997-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4887224 | 1996-08-01 | Paper |
| A note on American options with varying exercise price | 1996-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4863379 | 1996-02-04 | Paper |
| A composite cavity model for axisymmetric high Reynolds number separated flow. II: Numerical analysis and results | 1996-01-28 | Paper |
| Slot film cooling -- the effect of separation angle | 1995-11-28 | Paper |
| The Mathematics of Financial Derivatives | 1995-11-15 | Paper |
| A Note on Average Rate Options with Discrete Sampling | 1995-05-30 | Paper |
| Path-dependent options and transaction costs | 1995-05-14 | Paper |
| SLENDER VISCOUS FIBRES WITH INERTIA AND GRAVITY | 1995-05-11 | Paper |
| Interactions of continuous distributions of ledges | 1995-02-26 | Paper |
| Some mathematical results in the pricing of American options | 1994-10-10 | Paper |
| Slender axisymmetric fluid jets | 1994-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4275035 | 1994-04-13 | Paper |
| A composite cavity model for axisymmetric high Reynolds number separated flow. I: Modelling and analysis | 1993-04-01 | Paper |
| A systematic derivation of the leading-order equations for extensional flows in slender geometries | 1993-01-20 | Paper |
| Multiple ledge and kink interactions | 1992-09-27 | Paper |
| Models for high-Reynolds-number flow down a step | 1991-01-01 | Paper |
| IRREGULAR MORPHOLOGIES IN UNSTABLE HELE-SHAW FREE-BOUNDARY PROBLEMS | 1990-01-01 | Paper |
| The stretching of a thin viscous inclusion and the drawing of glass sheets | 1989-01-01 | Paper |
| The Stretching of a Slender, Axisymmetric, Viscous Inclusion–Part II: Numerical Solution and Results | 1989-01-01 | Paper |
| The growth kinetics of ledged interphase boundaries: transient motion, an analytical treatment | 1989-01-01 | Paper |
| The Stretching of a Slender, Axisymmetric, Viscous Inclusion–Part I: Asymptotic Analysis | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3798416 | 1988-01-01 | Paper |
| Unsteady lifting-line theory by the method of matched asymptotic expansions | 1988-01-01 | Paper |
| Rotation and deformation of a viscous inclusion in Stokes flow | 1988-01-01 | Paper |
| On the motion of a small two-dimensional body submerged beneath surface waves | 1987-01-01 | Paper |
| A Mathematical Model of Cliff Blasting | 1987-01-01 | Paper |
| On the distribution of impulses in inviscid, incompressible flow - the induced downwash on a rotating wing | 1986-01-01 | Paper |
| Matching and Singularity Distributions in Inviscid Flow | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3763791 | 1986-01-01 | Paper |
| A Note on the WKB Method for Difference Equations | 1985-01-01 | Paper |
