| Publication | Date of Publication | Type |
|---|
| Penalty method for portfolio selection with capital gains tax | 2023-09-28 | Paper |
| Free boundary and retirement benefits pricing in a jump-diffusion model | 2021-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4999199 | 2021-07-06 | Paper |
| Optimal dividend policy in an insurance company with contagious arrivals of claims | 2021-05-05 | Paper |
| THE OPTIMAL EXECUTION STRATEGY OF EMPLOYEE STOCK OPTIONS | 2021-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5142881 | 2021-01-14 | Paper |
| OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK | 2020-09-11 | Paper |
| Optimal investment and dividend policy in an insurance company: a varied bound for dividend rates | 2019-08-28 | Paper |
| Turnpike property and convergence rate for an investment and consumption model | 2019-06-18 | Paper |
| Utility Maximization Under Trading Constraints with Discontinuous Utility | 2019-05-14 | Paper |
| The valuation of American passport options: a viscosity solution approach | 2019-03-06 | Paper |
| Turnpike property and convergence rate for an investment model with general utility functions | 2018-11-15 | Paper |
| Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact | 2016-09-30 | Paper |
| Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion | 2016-04-29 | Paper |
| Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing | 2016-03-09 | Paper |
| Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model | 2014-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4926097 | 2013-06-20 | Paper |
| The regularized implied local volatility equations -- a new model to recover the volatility of underlying asset from observed market option price | 2012-09-12 | Paper |
| A constant rank theorem for quasiconcave solutions of fully nonlinear partial differential equations | 2012-05-30 | Paper |
| Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems | 2012-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3110451 | 2012-01-27 | Paper |
| Optimal decision for selling an illiquid stock | 2012-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3014484 | 2011-07-19 | Paper |
| The pricing of perpetual convertible bond with credit risk | 2011-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3014477 | 2011-07-19 | Paper |
| Viscosity solutions of HJB equations arising from the valuation of European passport options | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3582123 | 2010-09-02 | Paper |
| A structural condition for microscopic convexity principle | 2010-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3573781 | 2010-07-08 | Paper |
| A microscopic convexity principle for nonlinear partial differential equations | 2009-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5320153 | 2009-07-22 | Paper |
| Convexity preserving for fully nonlinear parabolic integro-differential equations | 2009-06-30 | Paper |
| Pricing corporate bonds with both expected and unexpected defaults | 2009-03-06 | Paper |
| On the rate of convergence of the binomial tree scheme for American options | 2007-10-16 | Paper |
| Free boundary and American options in a jump-diffusion model | 2007-02-07 | Paper |
| A parabolic variational inequality arising from the valuation of fixed rate mortgages | 2006-03-09 | Paper |
| The Second Order Estimate for Fully Nonlinear Uniformly Elliptic Equations without Concavity Assumption | 2005-06-24 | Paper |
| Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model | 2005-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4822179 | 2004-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4450400 | 2004-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4783009 | 2003-08-20 | Paper |
| Viscosity solutions of the implicit obstacle problems. | 2002-04-08 | Paper |
| Existence of solutions for fully nonlinear parabolic equations with discontinuous free terms. | 2002-04-08 | Paper |
| Location of the vortices for the Ginzburg-Landau functional. | 2002-04-08 | Paper |
| A note on regularity for a class of quasilinear elliptic equations | 2001-10-10 | Paper |
| A remark on the smooth linear partial differential equations in two variables without solutions | 2001-07-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4260800 | 2001-05-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4495305 | 2000-08-10 | Paper |
| Dirichlet problem for the implicit obstacle problems | 1999-05-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844605 | 1996-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4868959 | 1996-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4277606 | 1994-02-24 | Paper |
| The regularity of viscosity solutions for a class of fully nonlinear equations | 1993-01-17 | Paper |
| A remark on the uniqueness of the harmonic maps | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979536 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3351816 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3351795 | 1990-01-01 | Paper |
| Uniqueness of viscosity solutions of fully nonlinear second order parabolic PDE's | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3814107 | 1988-01-01 | Paper |
