| Publication | Date of Publication | Type |
|---|
| Linearization -- a unified approach | 2024-09-03 | Paper |
A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities
Mathematics and Financial Economics | 2014-11-26 | Paper |
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs
Stochastic Processes and their Applications | 2014-09-04 | Paper |
No-arbitrage of second kind in countable markets with proportional transaction costs
The Annals of Applied Probability | 2013-04-24 | Paper |
No-arbitrage of second kind in countable markets with proportional transaction costs
The Annals of Applied Probability | 2013-04-24 | Paper |
Generalized integrands and bond portfolios: pitfalls and counter examples
The Annals of Applied Probability | 2011-02-21 | Paper |
Optimal Bond Portfolios
Paris-Princeton Lectures on Mathematical Finance 2004 | 2008-01-14 | Paper |
Simple nonlinear Klein-Gordon equations in two space dimensions, with long-range scattering
Letters in Mathematical Physics | 2007-06-21 | Paper |
Bond market completeness and attainable contingent claims
Finance and Stochastics | 2006-05-24 | Paper |
A theory of bond portfolios
The Annals of Applied Probability | 2005-07-13 | Paper |
EQUITY ALLOCATION AND PORTFOLIO SELECTION IN INSURANCE: A SIMPLIFIED PORTFOLIO MODEL
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
| scientific article; zbMATH DE number 1893679 (Why is no real title available?) | 2003-05-21 | Paper |
Equity allocation and portfolio selection in insurance
Insurance Mathematics & Economics | 2002-05-07 | Paper |
| scientific article; zbMATH DE number 1552041 (Why is no real title available?) | 2002-03-05 | Paper |
Scaling transformation and probability distributions for financial time series
Chaos, Solitons and Fractals | 2001-10-30 | Paper |
| scientific article; zbMATH DE number 1552057 (Why is no real title available?) | 2001-01-15 | Paper |
| scientific article; zbMATH DE number 1187000 (Why is no real title available?) | 1999-04-20 | Paper |
Asymptotic completeness, global existence and the infrared problem for the Maxwell-Dirac equations
Memoirs of the American Mathematical Society | 1997-07-27 | Paper |
Asymptotic completeness, global existence and the infrared problem for the Maxwell-Dirac equations
Memoirs of the American Mathematical Society | 1997-07-27 | Paper |
THE MAXWELL–DIRAC EQUATIONS: ASYMPTOTIC COMPLETENESS AND THE INFRARED PROBLEM
Reviews in Mathematical Physics | 1996-03-11 | Paper |
The Cauchy problem for nonlinear Klein-Gordon equations
Communications in Mathematical Physics | 1993-06-29 | Paper |
On global solutions of the Maxwell-Dirac equations
Communications in Mathematical Physics | 1987-01-01 | Paper |
Wave operators and analytic solutions for systems of nonlinear Klein- Gordon equations and of nonlinear Schrödinger equations
Communications in Mathematical Physics | 1985-01-01 | Paper |
Formal linearization of nonlinear massive representations of the connected Poincaré group
Journal of Mathematical Physics | 1984-01-01 | Paper |
Dynamical symmetries and conservation laws for Korteweg-de Vries equation
Reports on Mathematical Physics | 1984-01-01 | Paper |
Analytic linearization of the Korteweg-de Vries equation
Pacific Journal of Mathematics | 1983-01-01 | Paper |
Equity Allocation and Portfolio Selection in Insurance: A simplified Portfolio Model
(available as arXiv preprint) | N/A | Paper |
