| Publication | Date of Publication | Type |
|---|
| A generalized Itō-Ventzell formula to derive forward utility models in a jump market | 2013-08-27 | Paper |
| Modeling the forward CDS spreads with jumps | 2012-06-20 | Paper |
| Defaultable Bond markets with jumps | 2012-04-18 | Paper |
| The compatible bond-stock market with jumps | 2011-10-24 | Paper |
| Jump bond markets some steps towards general models in applications to hedging and utility problems | 2011-10-21 | Paper |
| Optimal exponential utility in a jump bond market | 2011-03-08 | Paper |
| The mean-variance hedging in a bond market with jumps | 2010-10-07 | Paper |
| Mean variance hedging in a general jump market | 2010-09-16 | Paper |
| Mean Variance Hedging in a General Jump Model | 2010-05-27 | Paper |
| The \(S\)-related dynamic convex valuation in the Brownian motion setting | 2010-03-19 | Paper |
| An \(S\)-related DCV generated by a convex function in a jump market | 2010-03-19 | Paper |
| The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps | 2009-06-17 | Paper |
| The Dynamicq-Valuation of a Contingent Claim in a Continuous Market Model | 2009-03-03 | Paper |
| The Minimal Entropy and the Convergence of thep-Optimal Martingale Measures in a General Jump Model | 2008-11-14 | Paper |
| OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH | 2008-08-26 | Paper |
| The \(p\)-optimal martingale measure when there exist inaccessible jumps | 2008-02-15 | Paper |
| Change of filtrations and mean–variance hedging | 2008-01-09 | Paper |
| On convergence to the exponential utility problem | 2007-12-17 | Paper |
| The Mean-Variance Hedging of a Defaultable Option with Partial Information | 2007-09-21 | Paper |
| Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. | 2005-02-25 | Paper |
| Multidimensional Backward Stochastic Riccati Equations and Applications | 2004-01-08 | Paper |
| Minimization of Risk and Linear Quadratic Optimal Control Theory | 2004-01-08 | Paper |
| Reflected forward backward stochastic differential equations and contingent claims | 2003-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2741109 | 2002-06-23 | Paper |
| Connections between optimal stopping and singular stochastic control | 1999-11-18 | Paper |
| Optimal control of diffusions: A verification theorem for viscosity solutions | 1997-02-27 | Paper |
| The second order minimum principle and adjoint process | 1995-10-31 | Paper |
| A proof of the minimum principle using flows | 1990-01-01 | Paper |
| The Partially Observed Stochastic Minimum Principle | 1989-01-01 | Paper |
| Integration by parts, homogeneous chaos expansions and smooth densities | 1989-01-01 | Paper |
| Martingale representation and the Malliavin calculus | 1989-01-01 | Paper |
| Integration by parts and densities for jump processes | 1989-01-01 | Paper |
| The variational principle for optimal control of diffusions with partial information | 1989-01-01 | Paper |
| The existence of smooth densities for the prediction filtering and smoothing problems | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4731735 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3034617 | 1989-01-01 | Paper |
| A short proof of a martingale representation result | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3752279 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4727128 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4745061 | 1983-01-01 | Paper |
| On the existence of optimal partially observed controls | 1982-01-01 | Paper |
| Existence of optimal controls for a partially observed semimartingale | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3312133 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3963798 | 1982-01-01 | Paper |
| Robust filtering for correlated multidimensional observations | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3950431 | 1981-01-01 | Paper |
| The variational principle and stochastic optimal control | 1980-01-01 | Paper |
| Stochastic control by measure transformation: A general existence result | 1980-01-01 | Paper |
| Representation results for jump processes with application to optimal stopping | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3963794 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4198592 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3895379 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4171953 | 1978-01-01 | Paper |
