| Publication | Date of Publication | Type |
|---|
| Fuzzy clustering based on linguistic information: a case study on clustering destinations with tourists’ perceptions | 2023-11-17 | Paper |
| Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate | 2023-07-03 | Paper |
| Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods | 2022-08-19 | Paper |
| Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield | 2022-04-01 | Paper |
| Vertex-pancyclicity of the \((n,k)\)-bubble-sort networks | 2021-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4984723 | 2021-04-26 | Paper |
| Data clustering. Theory, algorithms, and applications | 2021-02-22 | Paper |
| A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates | 2020-12-02 | Paper |
| Matching preclusion and strong matching preclusion of the bubble-sort star graphs | 2020-01-02 | Paper |
| Valuing convertible bonds based on LSRQM method | 2019-08-23 | Paper |
| Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals | 2019-07-30 | Paper |
| A multi-source data driven decision model for automatic trading systems | 2019-02-22 | Paper |
| Pricing vulnerable European options under Lévy process with stochastic volatility | 2019-02-20 | Paper |
| Studying term structure of SHIBOR with the two-factor Vasicek model | 2019-02-14 | Paper |
| Performance evaluation of portfolios with margin requirements | 2019-02-08 | Paper |
| Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model | 2018-08-27 | Paper |
| The maximum surplus before ruin for two classes of perturbed risk model | 2018-05-02 | Paper |
| Proximal iteratively reweighted algorithm for low-rank matrix recovery | 2018-01-15 | Paper |
| The dual risk model perturbed by diffusion with stochastic expense and a barrier strategy | 2017-10-20 | Paper |
| Checking and adjusting order-consistency of linguistic pairwise comparison matrices for getting transitive preference relations | 2017-08-07 | Paper |
| Linguistic multi-criteria decision-making with representing semantics by programming | 2017-04-18 | Paper |
| Dividend moments for two classes of risk processes with phase-type interclaim times | 2017-03-06 | Paper |
| Fuzzy fixed point theorems in fuzzy metric spaces | 2016-03-15 | Paper |
| The stability of a kind of generalized fuzzy bidirectional associative memory | 2016-03-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5744519 | 2016-02-18 | Paper |
| A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments | 2015-06-11 | Paper |
| Pricing options and convertible bonds based on an actuarial approach | 2014-11-24 | Paper |
| American option pricing under GARCH diffusion model: an empirical study | 2014-09-15 | Paper |
| Pricing catastrophe risk bonds: a mixed approximation method | 2014-04-03 | Paper |
| Measure, probability, and mathematical finance. A problem-oriented approach | 2014-02-26 | Paper |
| Further study of production possibility set and performance evaluation model in supply chain DEA | 2013-09-03 | Paper |
| A generalized fuzzy DEA/AR performance assessment model | 2013-01-27 | Paper |
| Study of the Duffing-Holms model of financial chaos and its controlling methods | 2012-10-05 | Paper |
| Finite element approximations of an optimal control problem with integral state constraint | 2011-04-11 | Paper |
| Accident sequence analysis based on Bayesian networks | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3164741 | 2010-11-05 | Paper |
| Periodic solutions for a delayed neural network model on a special time scale | 2010-05-05 | Paper |
| The effect of constant and mixed impulsive vaccination on SIS epidemic models incorporating media coverage | 2009-04-07 | Paper |
| OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS | 2008-09-03 | Paper |
| Data Clustering: Theory, Algorithms, and Applications | 2007-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5464307 | 2005-08-17 | Paper |
| Explicit expressions for the valuation and hedging of the arithmetic Asian option | 2004-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4867589 | 1996-06-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4852101 | 1996-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4038069 | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4025710 | 1993-02-18 | Paper |
