| Publication | Date of Publication | Type |
|---|
| Minimum description length for selection of models of musical rhythm | 2024-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6146344 | 2024-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6146351 | 2024-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6146358 | 2024-01-10 | Paper |
| Diffusion spiders: Green kernel, excessive functions and optimal stopping | 2024-01-09 | Paper |
| Two sided ergodic singular control and mean field game for diffusions | 2023-06-15 | Paper |
| On the finiteness of the moments of the measure of level sets of random fields | 2023-06-05 | Paper |
| Two consistent estimators for the skew Brownian motion | 2023-03-09 | Paper |
| An algorithm to solve optimal stopping problems for one-dimensional diffusions | 2023-01-09 | Paper |
| On the impact of the Covid-19 health crisis on GDP forecasting: an empirical approach | 2022-09-23 | Paper |
| Large Deviation Principle for the Greedy Exploration Algorithm over Erd\"os-R\'enyi Graphs | 2022-02-08 | Paper |
| Two-sided optimal stopping for Lévy processes | 2022-01-06 | Paper |
| Level sets and drift estimation for reflected Brownian motion with drift | 2021-04-27 | Paper |
| Optimal stopping of oscillating Brownian motion | 2019-09-19 | Paper |
| A non-iterative algorithm for generalized pig games | 2019-08-20 | Paper |
| On optimal stopping of multidimensional diffusions | 2019-06-28 | Paper |
| Asymptotic normality of high level-large time crossings of a Gaussian process | 2019-06-04 | Paper |
| Optimal stopping of Brownian motion with broken drift | 2018-11-14 | Paper |
| SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW | 2018-04-11 | Paper |
| Computing Greeks for Lévy Models: The Fourier Transform Approach | 2018-03-09 | Paper |
| Modelling the Uruguayan Debt Through Gaussians Models | 2018-03-09 | Paper |
| Pricing bond options in emerging markets: a case study | 2018-01-12 | Paper |
| Hierarchical Cucker-Smale Model Subject to Random Failure | 2017-09-08 | Paper |
| Optimal stopping for Lévy processes with one-sided solutions | 2016-10-05 | Paper |
| A finite exact algorithm to solve a dice game | 2016-04-29 | Paper |
| Optimal stopping for Levy processes with polynomial rewards | 2015-07-22 | Paper |
| On the number of open knight's tours | 2015-07-13 | Paper |
| Skewness premium with Lévy processes | 2015-04-16 | Paper |
| Rice formula for processes with jumps and applications | 2015-04-15 | Paper |
| Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions | 2014-08-14 | Paper |
| Is a Brownian Motion Skew? | 2014-05-26 | Paper |
| Robustness of Cucker-Smale flocking model | 2014-05-01 | Paper |
| Cucker-Smale flocking under hierarchical leadership and random interactions | 2011-11-10 | Paper |
| Is a Brownian skew? | 2011-01-05 | Paper |
| Adaptive Weak Approximation of Diffusions with Jumps | 2009-08-20 | Paper |
| Symmetry and Time Changed Brownian Motions | 2008-10-23 | Paper |
| Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms | 2008-04-30 | Paper |
| Flocking in noisy environments | 2008-04-10 | Paper |
| Optimal stopping of Hunt and Lévy processes | 2007-03-30 | Paper |
| A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets | 2006-10-23 | Paper |
| Counting Knight's Tours through the Randomized Warnsdorff Rule | 2006-08-31 | Paper |
| Symmetry and duality in Lévy markets | 2006-08-21 | Paper |
| PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES | 2006-05-10 | Paper |
| Approximation of the occupation measure of Lévy processes | 2005-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4680643 | 2005-06-07 | Paper |
| Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps | 2004-12-16 | Paper |
| Optimal stopping and perpetual options for Lévy processes | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431586 | 2003-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802405 | 2003-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802417 | 2003-04-27 | Paper |
| Necessary Conditions for Stable Convergence\\ of Semimartingales | 2000-10-19 | Paper |
| Optimal stopping for a diffusion with jumps | 1999-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356495 | 1999-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845602 | 1996-02-20 | Paper |
| Asymptotic mixed normality and hellinger processes | 1995-12-12 | Paper |
| Two sided long-time optimization singular control problems for L\'evy processes and Dynkin's games | N/A | Paper |
