| Publication | Date of Publication | Type |
|---|
Intra‐Horizon expected shortfall and risk structure in models with jumps
Mathematical Finance | 2023-09-28 | Paper |
Pricing autocallables under local-stochastic volatility
Frontiers of Mathematical Finance | 2023-06-26 | Paper |
Geometric step options and Lévy models: duality, pides, and semi-analytical pricing
Frontiers of Mathematical Finance | 2022-08-30 | Paper |
A general closed form option pricing formula
Review of Derivatives Research | 2019-06-03 | Paper |
The impact of cointegration on commodity spread options
Innovations in Derivatives Markets | 2018-10-22 | Paper |
Measuring risk with multiple eligible assets
Mathematics and Financial Economics | 2015-03-24 | Paper |
Measuring risk with multiple eligible assets
Mathematics and Financial Economics | 2015-03-24 | Paper |
Beyond cash-additive risk measures: when changing the numéraire fails
Finance and Stochastics | 2014-11-14 | Paper |
Beyond cash-additive risk measures: when changing the numéraire fails
Finance and Stochastics | 2014-11-14 | Paper |
Capital requirements with defaultable securities
Insurance Mathematics & Economics | 2014-09-22 | Paper |
Smooth and bid-offer compliant volatility surfaces under general dividend streams
Quantitative Finance | 2014-01-23 | Paper |
Local volatility of volatility for the VIX market
Review of Derivatives Research | 2013-12-02 | Paper |
ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2008-05-14 | Paper |
Local growth envelopes of Besov spaces of generalized smoothness
Zeitschrift für Analysis und ihre Anwendungen | 2006-11-16 | Paper |
Characterisations of function spaces of generalised smoothness
Annali di Matematica Pura ed Applicata. Serie Quarta | 2006-09-28 | Paper |
On the Hartree-Fock equations of the electron-positron field
Communications in Mathematical Physics | 2005-10-17 | Paper |
Sobolev spaces on non-smooth domains and Dirichlet forms related to subordinate reflecting diffusions
Mathematische Nachrichten | 2002-03-03 | Paper |
Function spaces related to continuous negative definite functions: \(\psi\)-Bessel potential spaces
Dissertationes Mathematicae | 2001-12-13 | Paper |
Eigenvalue distribution of some fractal semi-elliptic differential operators
Mathematische Zeitschrift | 2001-12-12 | Paper |
Traces of anisotropic Besov-Lizorkin-Triebel spaces---a complete treatment of the borderline cases
Mathematica Bohemica | 2001-06-10 | Paper |
Traces of anisotropic Besov-Lizorkin-Triebel spaces---a complete treatment of the borderline cases
Mathematica Bohemica | 2001-06-10 | Paper |
Feller semigroups, Lp -sub-Markovian semigroups, and applications to pseudo-differential operators with negative definite symbols
Forum Mathematicum | 2001-02-05 | Paper |
| scientific article; zbMATH DE number 1394775 (Why is no real title available?) | 2000-04-03 | Paper |
The behaviour of the eigenvalues for a class of operators related to some self-affine fractals in \(\mathbb{R}^2\).
Zeitschrift für Analysis und ihre Anwendungen | 2000-03-16 | Paper |
| scientific article; zbMATH DE number 1348454 (Why is no real title available?) | 1999-10-05 | Paper |
The Distribution of Eigenfrequencies of Anisotropic Fractal Drums
Journal of the London Mathematical Society | 1998-09-10 | Paper |
| scientific article; zbMATH DE number 929649 (Why is no real title available?) | 1997-12-08 | Paper |
| scientific article; zbMATH DE number 908088 (Why is no real title available?) | 1996-09-01 | Paper |
