| Publication | Date of Publication | Type |
|---|
| The solution to an impulse control problem motivated by optimal harvesting | 2024-10-29 | Paper |
| Mean–variance hedging of contingent claims with random maturity | 2024-01-31 | Paper |
| Ergodic singular stochastic control motivated by the optimal sustainable exploitation of an ecosystem | 2020-08-12 | Paper |
| Discretionary stopping of stochastic differential equations with generalised drift | 2019-12-12 | Paper |
| Dynamical pricing of weather derivatives | 2019-01-14 | Paper |
| Valuation of Employee Stock Options (ESOs) by means of Mean-Variance Hedging | 2017-10-02 | Paper |
| Irreversible capital accumulation with economic impact | 2017-08-10 | Paper |
| Necessary and sufficient conditions for the \(r\)-excessive local martingales to be martingales | 2017-02-07 | Paper |
| Watermark options | 2017-01-12 | Paper |
| On the submartingale/supermartingale property of diffusions in natural scale | 2015-08-20 | Paper |
| Optimal execution with multiplicative price impact | 2015-05-15 | Paper |
| A zero-sum game between a singular stochastic controller and a discretionary stopper | 2015-02-26 | Paper |
| On the optimal stopping of a one-dimensional diffusion | 2014-01-17 | Paper |
| Buy-low and sell-high investment strategies | 2013-09-04 | Paper |
| Long-term optimal investment strategies in the presence of adjustment costs | 2013-07-17 | Paper |
| A model for optimally advertising and launching a product | 2012-05-24 | Paper |
| A model for the long-term optimal capacity level of an investment project | 2011-06-10 | Paper |
| The explicit solution to a sequential switching problem with non-smooth data | 2010-08-19 | Paper |
| \(\pi \) options | 2010-07-08 | Paper |
| A singular control model with application to the goodwill problem | 2008-11-14 | Paper |
| Optimal dividend and issuance of equity policies in the presence of proportional costs | 2008-06-25 | Paper |
| A Model for Reversible Investment Capacity Expansion | 2008-06-16 | Paper |
| Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function | 2008-02-15 | Paper |
| A singular control problem with an expected and a pathwise ergodic performance criterion | 2007-09-10 | Paper |
| The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure | 2007-03-30 | Paper |
| Impulse control of one-dimensional ito diffusions with an expected and a pathwise ergodic criterion | 2006-10-25 | Paper |
| Impulse and Absolutely Continuous Ergodic Control of One-Dimensional Itô Diffusions | 2006-10-23 | Paper |
| Sequential entry and exit decisions with an ergodic performance criterion | 2006-09-04 | Paper |
| A Model for Investments in the Natural Resource Industry with Switching Costs | 2005-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4810080 | 2004-08-31 | Paper |
| A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping | 2004-01-08 | Paper |
| A model for investment decisions with switching costs. | 2003-05-06 | Paper |
| Finite-Fuel Singular Control With Discretionary Stopping | 2002-02-19 | Paper |
| On the epiconvergence of stochastic optimization problems. | 2001-11-26 | Paper |
| An investment model with entry and exit decisions | 2001-04-19 | Paper |
| On the relationship of the dynamic programing approach and the contingent claim approach to asset valuation | 2000-05-24 | Paper |
| A pair of explicitly solvable singular stochastic control problems | 1998-12-07 | Paper |
| Valuation of Investments in Real Assets with Implications for the Stock Prices | 1998-09-21 | Paper |
| A new proof of the discrete-time LQG optimal control theorems | 1995-11-21 | Paper |
| A problem of singular stochastic control with discretionary stopping | 1994-06-19 | Paper |
| The Solution to an Impulse Control Problem Motivated by Optimal Harvesting | N/A | Paper |
