| Publication | Date of Publication | Type |
|---|
| Designing stablecoins | 2025-01-20 | Paper |
| Erratum to: ``Variational inference of the drift function for stochastic differential equations driven by Lévy processes | 2024-07-09 | Paper |
| Variational inference of the drift function for stochastic differential equations driven by Lévy processes | 2024-07-01 | Paper |
| Statistical inference for mixed jump processes by Markov switching model with application to identify seismicity levels | 2024-04-15 | Paper |
| Learning equilibrium mean‐variance strategy | 2024-01-31 | Paper |
| Nonparametric inference of stochastic differential equations based on the relative entropy rate | 2023-12-21 | Paper |
| Penalty method for portfolio selection with capital gains tax | 2023-09-28 | Paper |
| Asymptotic analysis of long‐term investment with two illiquid and correlated assets | 2023-09-28 | Paper |
| A stochastic model for stop-and-go phenomenon in traffic oscillation: on the prospective of macro and micro traffic flow | 2022-12-07 | Paper |
| A Stochastic Representation for Nonlocal Parabolic PDEs with Applications | 2022-09-26 | Paper |
| A reinforced exploration mechanism whale optimization algorithm for continuous optimization problems | 2022-06-21 | Paper |
| Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion | 2021-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4996865 | 2021-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4984803 | 2021-04-26 | Paper |
| Variational inference of the drift function for stochastic differential equations driven by L\'{e}vy processes | 2021-03-28 | Paper |
| The wisdom of the crowd and prediction markets | 2021-03-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3386015 | 2021-01-14 | Paper |
| Detecting the maximum likelihood transition path from data of stochastic dynamical systems | 2020-12-17 | Paper |
| Maximum Likelihood Estimation of Stochastic Differential Equations with Random Effects Driven by Fractional Brownian Motion | 2020-01-06 | Paper |
| Opaque bank assets and optimal equity capital | 2019-03-27 | Paper |
| One-state variable binomial models for European-/American-style geometric Asian options | 2019-01-14 | Paper |
| Superhedging under ratio constraint | 2018-08-13 | Paper |
| Hiring, firing, and relocation under employment protection | 2018-08-13 | Paper |
| Calibration of stochastic volatility models: a Tikhonov regularization approach | 2018-08-10 | Paper |
| A note on finite horizon optimal investment and consumption with transaction costs | 2016-09-30 | Paper |
| Leverage management in a bull-bear switching market | 2016-09-28 | Paper |
| Optimal trend following trading rules | 2016-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3462942 | 2016-01-15 | Paper |
| Penalty methods for continuous-time portfolio selection with proportional transaction costs | 2014-04-23 | Paper |
| Pricing corporate debt with finite maturity and chapter 11 proceedings | 2014-03-04 | Paper |
| Characterization of optimal strategy for multiasset investment and consumption with transaction costs | 2014-01-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925762 | 2013-06-12 | Paper |
| Mappings of bounded distortion between complex manifolds | 2013-03-07 | Paper |
| OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE | 2013-02-28 | Paper |
| A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS | 2013-02-28 | Paper |
| Optimal Stock Selling Based on the Global Maximum | 2012-11-29 | Paper |
| Spike sorting based on radial basis function network with overlap decomposition | 2012-02-05 | Paper |
| Optimal decision for selling an illiquid stock | 2012-01-12 | Paper |
| OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY | 2011-11-21 | Paper |
| Illiquidity, position limits, and optimal investment for mutual funds | 2011-08-16 | Paper |
| GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES | 2011-06-09 | Paper |
| Buy Low and Sell High | 2011-05-31 | Paper |
| Trend Following Trading under a Regime Switching Model | 2010-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3054461 | 2010-11-05 | Paper |
| A lattice algorithm for pricing moving average barrier options | 2010-06-11 | Paper |
| Finite Horizon Optimal Investment and Consumption with Transaction Costs | 2010-04-28 | Paper |
| Continuous-Time Markowitz's Model with Transaction Costs | 2010-02-03 | Paper |
| Optimal multiple stopping models of reload options and shout options | 2010-01-19 | Paper |
| Intensity-based framework and penalty formulation of optimal stopping problems | 2009-07-01 | Paper |
| Pricing jump risk with utility indifference | 2009-04-20 | Paper |
| Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem | 2009-03-17 | Paper |
| Options with combined reset rights on strike and maturity | 2008-11-25 | Paper |
| A fuzzy method of weighting in uncertain MADM | 2008-11-24 | Paper |
| A comparative study of the numerical scales and the prioritization methods in AHP | 2007-11-23 | Paper |
| Optimal policies of call with notice period requirement | 2007-07-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3418863 | 2007-01-26 | Paper |
| A parabolic variational inequality arising from the valuation of strike reset options | 2007-01-09 | Paper |
| Least-squares-based fitting of paraboloids | 2006-12-07 | Paper |
| CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS | 2006-06-12 | Paper |
| Stochastic frontier production model with undesirable outputs: An application to an HIV immunology model | 2006-01-17 | Paper |
| American Options with Lookback Payoff | 2005-10-28 | Paper |
| Options with Multiple Reset Rights | 2005-10-19 | Paper |
| Valuing employee reload options under the time vesting requirement | 2005-10-17 | Paper |
| QUANTO LOOKBACK OPTIONS | 2005-05-09 | Paper |
| OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT | 2005-05-09 | Paper |
| Convergence of Binomial Tree Methods for European/American Path-Dependent Options | 2005-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4818715 | 2004-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4328944 | 2003-05-20 | Paper |
| Equivalent linearization method based on energy-to-\(c\)th-power difference criterion in nonlinear stochastic vibration analysis of multi-degree-of-freedom systems. | 2002-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4508420 | 2002-02-01 | Paper |
| Convergence of binomial tree method for American options | 2001-12-18 | Paper |
| A modified binomial tree method for currency lookback options | 2001-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4703786 | 1999-12-09 | Paper |
| GSPEC: A graphical specification language for software | 1989-01-01 | Paper |
