| Publication | Date of Publication | Type |
|---|
Probabilistic and statistical methods in commodity risk management
Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
A moment matching method for option pricing under stochastic interest rates
Applied Stochastic Models in Business and Industry | 2024-07-25 | Paper |
Wrong way risk corrections to CVA in CIR reduced-form models
Computational Management Science | 2023-11-03 | Paper |
CVA in fractional and rough volatility models
Applied Mathematics and Computation | 2023-04-21 | Paper |
Approximate value adjustments for European claims
European Journal of Operational Research | 2022-03-18 | Paper |
On a convergent power series method to price defaultable bonds in a Vašíček-CIR model
Electronic Communications in Probability | 2022-03-11 | Paper |
CVA and vulnerable options pricing by correlation expansions
Annals of Operations Research | 2021-11-08 | Paper |
CVA and vulnerable options in stochastic volatility models
International Journal of Theoretical and Applied Finance | 2021-06-18 | Paper |
RANDOM TIME FORWARD-STARTING OPTIONS
International Journal of Theoretical and Applied Finance | 2017-01-04 | Paper |
Option-based risk management of a bond portfolio under regime switching interest rates
Decisions in Economics and Finance | 2013-07-19 | Paper |
Exchange option pricing under stochastic volatility: a correlation expansion
Review of Derivatives Research | 2010-04-26 | Paper |
Pricing options under stochastic volatility: a power series approach
Finance and Stochastics | 2010-04-22 | Paper |
Discounted and finitely repeated minority games with public signals
Mathematical Social Sciences | 2008-06-26 | Paper |
A folk theorem for minority games
Games and Economic Behavior | 2006-02-16 | Paper |
Optimal scaling of MaLa for nonlinear regression.
The Annals of Applied Probability | 2004-09-15 | Paper |
| Mean field models and propagation of chaos in feedforward neural networks. | 2001-10-09 | Paper |
A probability measure for random surfaces of arbitrary genus and bosonic strings in 4 dimensions
Nuclear Physics. B. Proceedings Supplements | 2001-03-08 | Paper |
Large deviations for Ising spin glasses with constrained disorder.
Journal of Statistical Physics | 2001-01-16 | Paper |
| scientific article; zbMATH DE number 1342050 (Why is no real title available?) | 2000-10-17 | Paper |
A Variational Problem Arising from Speech Recognition
SIAM Journal on Applied Mathematics | 1998-05-10 | Paper |
| scientific article; zbMATH DE number 1041779 (Why is no real title available?) | 1997-07-30 | Paper |
Singular traces and compact operators
Journal of Functional Analysis | 1996-06-30 | Paper |
A remark on trace properties of K-cycles
(available as arXiv preprint) | 1996-06-09 | Paper |
Non-symmetric Dirichlet forms on semifinite von Neumann algebras
Journal of Functional Analysis | 1996-02-26 | Paper |
| scientific article; zbMATH DE number 843111 (Why is no real title available?) | 1996-02-08 | Paper |
| scientific article; zbMATH DE number 775154 (Why is no real title available?) | 1995-11-05 | Paper |
An Iterative Monte Carlo Scheme for Generating Lie Group-Valued Random Variables
Advances in Applied Probability | 1995-08-27 | Paper |
A global and stochastic analysis approach to bosonic strings and associated quantum fields
Acta Applicandae Mathematicae | 1993-01-16 | Paper |
Derivation of the time-dependent propagator for the three-dimensional Schrodinger equation with one point interaction
Journal of Physics A: Mathematical and General | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4159735 (Why is no real title available?) | 1989-01-01 | Paper |
Enhanced Cauchy Schwarz inequality and some of its statistical applications
(available as arXiv preprint) | N/A | Paper |
