| Publication | Date of Publication | Type |
|---|
Brief synopsis of the scientific career of T. R. Hurd
International Journal of Theoretical and Applied Finance | 2024-11-27 | Paper |
Netting and novation in repo networks
International Journal of Theoretical and Applied Finance | 2024-11-27 | Paper |
Short communication: Sensitivity analysis of an integrated climate-economic model
SIAM Journal on Financial Mathematics | 2021-09-08 | Paper |
The broad consequences of narrow banking
International Journal of Theoretical and Applied Finance | 2019-03-15 | Paper |
Testing a Goodwin model with general capital accumulation rate
Metroeconomica | 2019-02-07 | Paper |
Stock loans in incomplete markets
Applied Mathematical Finance | 2018-07-20 | Paper |
Dual connections in nonparametric classical information geometry
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
Priority option: the value of being a leader
International Journal of Theoretical and Applied Finance | 2013-04-22 | Paper |
An analysis of the Keen model for credit expansion, asset price bubbles and financial fragility
Mathematics and Financial Economics | 2013-02-26 | Paper |
| Numerical mathematics. | 2011-07-04 | Paper |
Indifference price with general semimartingales
Mathematical Finance | 2011-06-16 | Paper |
| scientific article; zbMATH DE number 5866496 (Why is no real title available?) | 2011-03-16 | Paper |
Risk aversion and block exercise of executive stock options
Journal of Economic Dynamics and Control | 2009-08-07 | Paper |
Indifference Pricing and Hedging for Volatility Derivatives
Applied Mathematical Finance | 2008-04-29 | Paper |
Wiener chaos and the Cox–Ingersoll–Ross model
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2007-10-30 | Paper |
| Nonlinearity, correlation and the valuation of employee stock options | 2005-11-09 | Paper |
DUALITY, MONOTONICITY AND THE WIGNER–YANASE–DYSON METRICS
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2005-09-09 | Paper |
scientific article; zbMATH DE number 2095985 (Why is no real title available?)
(available as arXiv preprint) | 2004-08-31 | Paper |
| scientific article; zbMATH DE number 2095989 (Why is no real title available?) | 2004-08-31 | Paper |
ON THE UNIQUENESS OF THE CHENTSOV METRIC IN QUANTUM INFORMATION GEOMETRY
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-05-18 | Paper |
Hydrodynamics in an external field
Reports on Mathematical Physics | 2003-06-19 | Paper |
The quantum information manifold for \(\varepsilon\)-bounded forms.
Reports on Mathematical Physics | 2001-07-22 | Paper |
