| Publication | Date of Publication | Type |
|---|
| A class of short-term models for the oil industry that accounts for speculative oil storage | 2022-07-05 | Paper |
| A class of short-term models for the oil industry addressing speculative storage | 2020-03-26 | Paper |
| Bubbles in assets with finite life | 2019-07-08 | Paper |
| A non-local free boundary problem arising in a theory of financial bubbles | 2017-01-13 | Paper |
| Shock elasticities and impulse responses | 2014-11-26 | Paper |
| Pricing growth-rate risk | 2012-11-15 | Paper |
| Outside and Inside Liquidity | 2011-06-09 | Paper |
| Nonlinear principal components and long-run implications of multivariate diffusions | 2009-12-09 | Paper |
| A limit theorem for systems of social interactions | 2009-11-23 | Paper |
| Long-Term Risk: An Operator Approach | 2009-05-18 | Paper |
| Optimal exercise of executive stock options | 2009-02-28 | Paper |
| Equilibria in systems of social interactions | 2006-12-07 | Paper |
| Executive Compensation and Short-Termist Behaviour in Speculative Markets | 2006-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3158099 | 2005-01-20 | Paper |
| Competition among exchanges | 2003-02-06 | Paper |
| Optimal environment management in the presence of irreversibilities | 2001-09-25 | Paper |
| Spectral methods for identifying scalar diffusions | 2001-06-19 | Paper |
| A test for independence based on the correlation dimension | 1998-08-24 | Paper |
| Price crashes, information aggregation, and market-making | 1998-05-21 | Paper |
| DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 | 1997-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4860633 | 1996-09-15 | Paper |
| Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes | 1996-01-07 | Paper |
| Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics | 1994-09-19 | Paper |
| Nonlinear dynamics in economics and finance | 1994-07-10 | Paper |
| A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3032036 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3807855 | 1988-01-01 | Paper |
| Borrowing Constraints and Aggregate Economic Activity | 1986-01-01 | Paper |
| Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems | 1986-01-01 | Paper |
| Price Setting Supergames with Capacity Constraints | 1985-01-01 | Paper |
| Maximum principle and transversality condition for concave infinite horizon economic models | 1983-01-01 | Paper |
| A Simple Competitive Model with Production and Storage | 1983-01-01 | Paper |
| Duality theory for dynamic optimization models of economics: The continuous time case | 1982-01-01 | Paper |
| On the Differentiability of the Value Function in Dynamic Models of Economics | 1979-01-01 | Paper |
| Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3965878 | 1979-01-01 | Paper |
| Stability of Separable Hamiltonians and Investment Theory | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4168342 | 1978-01-01 | Paper |
| Smoothness, Comparative Dynamics, and the Turnpike Property | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4199299 | 1977-01-01 | Paper |
| Global asymptotic stability of optimal control systems with applications to the theory of economic growth | 1976-01-01 | Paper |
| On optimal steady states of n-sector growth models when utility is discounted | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4168338 | 1976-01-01 | Paper |
| Some results on global asymptotic stability of difference equations | 1975-01-01 | Paper |
