| Publication | Date of Publication | Type |
|---|
Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space
Decisions in Economics and Finance | 2024-08-01 | Paper |
Game options with gradual exercise and cancellation under proportional transaction costs
Stochastics | 2022-07-05 | Paper |
Game options with gradual exercise and cancellation under proportional transaction costs
Stochastics | 2022-07-05 | Paper |
Pricing high-dimensional American options by kernel ridge regression
Quantitative Finance | 2021-06-02 | Paper |
| Credit risk | 2016-10-26 | Paper |
Linear vector optimization and European option pricing under proportional transaction costs
Springer Proceedings in Mathematics & Statistics | 2016-05-13 | Paper |
American and Bermudan options in currency markets with proportional transaction costs
Acta Applicandae Mathematicae | 2016-04-11 | Paper |
No arbitrage in a simple credit risk model
Applied Mathematics Letters | 2015-06-22 | Paper |
| Stochastic Interest Rates | 2015-06-12 | Paper |
American options with gradual exercise under proportional transaction costs
International Journal of Theoretical and Applied Finance | 2015-01-23 | Paper |
| scientific article; zbMATH DE number 6346534 (Why is no real title available?) | 2014-09-19 | Paper |
| Probability for finance | 2013-12-18 | Paper |
Numerical methods in finance with C++.
Numerical Methods in Finance with C++ | 2012-08-16 | Paper |
| Mathematics for finance. An introduction to financial engineering. | 2010-09-09 | Paper |
Relative and discrete utility maximising entropy
Open Systems & Information Dynamics | 2010-06-11 | Paper |
American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions
Acta Applicandae Mathematicae | 2009-06-30 | Paper |
Options under proportional transaction costs: An algorithmic approach to pricing and hedging
Acta Applicandae Mathematicae | 2008-09-10 | Paper |
A counter-example to an option pricing formula under transaction costs
Finance and Stochastics | 2007-05-29 | Paper |
American contingent claims under small proportional transaction costs
Journal of Mathematical Economics | 2007-02-02 | Paper |
Utility maximizing entropy and the second law of thermodynamics.
The Annals of Probability | 2004-09-15 | Paper |
| scientific article; zbMATH DE number 1963167 (Why is no real title available?) | 2003-08-13 | Paper |
Stochastic Mehler kernels via oscillatory path integrals
Journal of the Korean Mathematical Society | 2001-06-19 | Paper |
Probability through problems
Problem Books in Mathematics | 2001-02-20 | Paper |
| scientific article; zbMATH DE number 1342051 (Why is no real title available?) | 2000-05-04 | Paper |
How long was the coast of Atlantis?
The Mathematical Intelligencer | 1999-11-03 | Paper |
| scientific article; zbMATH DE number 1232442 (Why is no real title available?) | 1998-12-13 | Paper |
Curvature and production stability in Volterra-Hamilton system of Finsler type
Open Systems & Information Dynamics | 1998-10-25 | Paper |
Geometrical stochastic control and quantization
Journal of Mathematical Physics | 1997-07-20 | Paper |
Relativistic quantum mechanics for two interacting particles in one-time representation
Reports on Mathematical Physics | 1994-01-09 | Paper |
| scientific article; zbMATH DE number 68617 (Why is no real title available?) | 1992-10-05 | Paper |
| scientific article; zbMATH DE number 30607 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 30608 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 4131380 (Why is no real title available?) | 1989-01-01 | Paper |
The nonexistence of the path-space measure for the Dirac equation in four space-time dimensions
Journal of Mathematical Physics | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 3993902 (Why is no real title available?) | 1986-01-01 | Paper |
