| Publication | Date of Publication | Type |
|---|
Multiple Anchor Point Shrinkage for the Sample Covariance Matrix
SIAM Journal on Financial Mathematics | 2022-09-23 | Paper |
Modelling high-frequency limit order book dynamics with support vector machines
Quantitative Finance | 2019-02-06 | Paper |
A structural jump threshold framework for credit risk
SIAM Journal on Financial Mathematics | 2016-09-28 | Paper |
Financial Economics: A Concise Introduction to Classical and Behavioral Finance, by T. Hens and M. O. Rieger
Quantitative Finance | 2014-01-30 | Paper |
A generalized birth-death stochastic model for high-frequency order book dynamics
Quantitative Finance | 2014-01-17 | Paper |
Lectures on financial mathematics: discrete asset pricing.
Synthesis Lectures on Mathematics and Statistics | 2010-09-07 | Paper |
The skewed t
Econometrics and Risk Management | 2010-06-30 | Paper |
| Erratum for "Denjoy Minimal Sets are Far from Affine" | 2010-04-08 | Paper |
Portfolio optimization for Student \(t\) and skewed \(t\) returns
Quantitative Finance | 2010-03-11 | Paper |
| On Rebonato and Jäckel's parametrization method for finding nearest correlation matrices | 2009-11-18 | Paper |
| On Rebonato and Jäckel's parametrization method for finding nearest correlation matrices | 2008-09-25 | Paper |
Denjoy minimal sets are far from affine
Ergodic Theory and Dynamical Systems | 2003-09-02 | Paper |
Cantor sets, binary trees, and Lipschitz circle homeomorphisms
Michigan Mathematical Journal | 2001-01-01 | Paper |
Denjoy’s theorem with exponents
Proceedings of the American Mathematical Society | 1999-08-31 | Paper |
On sets of critical values in the real line
Duke Mathematical Journal | 1997-11-26 | Paper |
| scientific article; zbMATH DE number 902753 (Why is no real title available?) | 1996-08-19 | Paper |
| scientific article; zbMATH DE number 902753 (Why is no real title available?) | 1996-08-19 | Paper |
The Zygmund Morse-Sard theorem
The Journal of Geometric Analysis | 1994-12-19 | Paper |
Conformal irregularity for Denjoy diffeomorphisms of the 2-torus
Rocky Mountain Journal of Mathematics | 1994-09-28 | Paper |
The Gauss-Green theorem for fractal boundaries
Duke Mathematical Journal | 1992-12-14 | Paper |
Critical sets in the plane
Michigan Mathematical Journal | 1992-09-27 | Paper |
scientific article; zbMATH DE number 59905 (Why is no real title available?)
Indiana University Mathematics Journal | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 17061 (Why is no real title available?) | 1992-06-26 | Paper |
scientific article; zbMATH DE number 4204722 (Why is no real title available?)
Indiana University Mathematics Journal | 1991-01-01 | Paper |
An area approach to wandering domains for smooth surface endomorphisms
Ergodic Theory and Dynamical Systems | 1991-01-01 | Paper |
| Functions not Constant on Fractal Quasi-Arcs of Critical Points | 1989-01-01 | Paper |
Continued Fractions and Differentiability of Functions
The American Mathematical Monthly | 1988-01-01 | Paper |
| A Critical Set with Nonnull Image has Large Hausdorff Dimension | 1986-01-01 | Paper |
