| Publication | Date of Publication | Type |
|---|
| Multi-period static hedging of European options | 2023-10-02 | Paper |
Phase transitions and percolation at criticality in enhanced random connection models
Mathematical Physics, Analysis and Geometry | 2022-01-24 | Paper |
Phase transitions and percolation at criticality in enhanced random connection models
Mathematical Physics, Analysis and Geometry | 2022-01-24 | Paper |
Poisson approximation and connectivity in a scale-free random connection model
Electronic Journal of Probability | 2021-07-21 | Paper |
| Semiparametric models with covariates for lifetime data under a general censoring scheme with an application to contingent valuation | 2021-03-10 | Paper |
Thresholds for vanishing of `isolated' faces in random Čech and Vietoris-Rips complexes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-02-15 | Paper |
Thresholds for vanishing of `isolated' faces in random Čech and Vietoris-Rips complexes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-02-15 | Paper |
Autoregressive cascades on random networks
Physica A | 2018-11-13 | Paper |
The random connection model: Connectivity, edge lengths, and degree distributions
Random Structures & Algorithms | 2018-06-07 | Paper |
Achieving nonzero information velocity in wireless networks
The Annals of Applied Probability | 2017-05-03 | Paper |
Analysis of gamma and Weibull lifetime data under a general censoring scheme and in the presence of covariates
Communications in Statistics: Theory and Methods | 2017-05-02 | Paper |
| Connecting the Random Connection Model | 2015-10-19 | Paper |
Percolation on the information-theoretically secure signal to interference ratio graph
(available as arXiv preprint) | 2015-02-26 | Paper |
| Percolation on the information-theoretically secure signal to interference ratio graph | 2015-02-26 | Paper |
Limit laws for coverage in backbone-sensor networks
Stochastics | 2014-04-25 | Paper |
An empirical comparison of two stochastic volatility models using Indian market data
Asia-Pacific Financial Markets | 2013-09-20 | Paper |
Pricing credit derivatives in a Markov-modulated reduced-form model
International Journal of Theoretical and Applied Finance | 2013-08-15 | Paper |
Nonuniform random geometric graphs with location-dependent radii
The Annals of Applied Probability | 2012-11-29 | Paper |
Nonuniform random geometric graphs with location-dependent radii
The Annals of Applied Probability | 2012-11-29 | Paper |
Pricing defaultable bonds in a Markov modulated market
Stochastic Analysis and Applications | 2012-06-20 | Paper |
Percolation and connectivity in \(AB\) random geometric graphs
Advances in Applied Probability | 2012-04-10 | Paper |
| scientific article; zbMATH DE number 5979122 (Why is no real title available?) | 2011-11-24 | Paper |
Supercritical age-dependent branching Markov processes and their scaling limits
Bernoulli | 2011-09-02 | Paper |
The credit risk\(^{+}\) model with general sector correlations
CEJOR. Central European Journal of Operations Research | 2011-02-08 | Paper |
Criticality of the exponential rate of decay for the largest nearest-neighbor link in random geometric graphs
Advances in Applied Probability | 2010-11-26 | Paper |
Critical age-dependent branching Markov processes and their scaling limits
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2010-11-03 | Paper |
Critical age-dependent branching Markov processes and their scaling limits
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2010-11-03 | Paper |
| Bivariate exponential distributions using linear structures | 2010-08-12 | Paper |
| The LINEX risk of maximum likelihood estimators of parameters of normal populations having order restricted means | 2010-08-12 | Paper |
Limit Laws fork-Coverage of Paths by a Markov–Poisson–Boolean Model
Stochastic Models | 2008-12-17 | Paper |
Analysis of middle-censored data with exponential lifetime distributions
Journal of Statistical Planning and Inference | 2008-09-29 | Paper |
Topological properties of the one dimensional exponential random geometric graph
Random Structures & Algorithms | 2008-03-28 | Paper |
Topological properties of random wireless networks
Sādhanā | 2007-07-02 | Paper |
Queues with Dependency Between Interarrival and Service Times Using Mixtures of Bivariates
Stochastic Models | 2007-06-04 | Paper |
| A Strong Law for the Largest Nearest-Neighbor Link on Normally Distributed Points | 2006-04-27 | Paper |
Amplitude modulated model for analyzing non-stationary speech signals
Statistics | 2005-03-30 | Paper |
Correlated Bivariate Sequences for Queueing and Reliability Applications
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Approximate self consistency for middle-censored data
Journal of Statistical Planning and Inference | 2004-09-09 | Paper |
Improved genetic algorithm for the permutation flowshop scheduling problem.
Computers & Operations Research | 2004-03-14 | Paper |
Estimation of frequencies in presence of heavy tail errors.
Statistics & Probability Letters | 2003-05-07 | Paper |
On changes of measure for super Brownian motion
Journal of Theoretical Probability | 2002-10-07 | Paper |
A note on functionals of a non-Gaussian density process via a non-Poisson system of independent Brownian motions
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
An exponential change of measure for the Feller diffusion and some implications for superprocesses
Journal of Applied Probability | 2000-11-21 | Paper |
Non-Gaussian Density Processes Arising from Non-Poisson Systems of Independent Brownian Motions
Journal of Applied Probability | 1999-03-09 | Paper |
Attractive polymer models for two- and three-dimensional Brownian motion
Stochastic Processes and their Applications | 1998-03-29 | Paper |
A representation for functionals of superprocesses via particle picture
Stochastic Processes and their Applications | 1997-12-10 | Paper |
