| Publication | Date of Publication | Type |
|---|
| Quantitative reverse stress testing, bottom up | 2023-06-20 | Paper |
| Hedging Valuation Adjustment and Model Risk | 2022-05-24 | Paper |
| XVA analysis from the balance sheet | 2021-12-01 | Paper |
| Wealth transfers, indifference pricing, and XVA compression schemes | 2020-11-12 | Paper |
| XVA metrics for CCP optimization | 2020-04-22 | Paper |
| Credit, funding, margin, and capital valuation adjustments for bilateral portfolios | 2020-02-17 | Paper |
| A new Fourier transform algorithm for value-at-risk | 2019-01-15 | Paper |
| A two-state jump model | 2019-01-14 | Paper |
| Restructuring counterparty credit risk | 2013-06-24 | Paper |
| A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices | 2012-12-29 | Paper |
| KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS | 2011-12-28 | Paper |
| Coherent global market simulations and securitization measures for counterparty credit risk | 2011-04-29 | Paper |
| Transformations of Markov processes and classification scheme for solvable driftless diffusions | 2010-03-10 | Paper |
| A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE | 2009-11-27 | Paper |
| Spectral methods for volatility derivatives | 2009-10-16 | Paper |
| A stochastic monetary policy interest rate model | 2008-09-09 | Paper |
| Small transaction cost asymptotics and dynamic hedging | 2007-12-10 | Paper |
| Stochastic Mechanics as a Gauge Theory | 2007-11-19 | Paper |
| Stochastic Integrals and Abelian Processes | 2007-11-19 | Paper |
| Operator Methods, Abelian Processes and Dynamic Conditioning | 2007-10-08 | Paper |
| Poisson Kernels as Expansions in $\lowercase{q}$‐Racah Polynomials | 2007-05-22 | Paper |
| Advanced derivatives pricing risk management. | 2006-11-15 | Paper |
| Laplace Transforms for Integrals of Markov Processes | 2006-04-28 | Paper |
| Discrete credit barrier models | 2005-12-09 | Paper |
| AFFINE LATTICE MODELS | 2005-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160492 | 2005-02-09 | Paper |
| Time quantization andq-deformations | 2004-06-09 | Paper |
| Harmonic analysis in value at risk calculations. | 2002-10-29 | Paper |
| The adiabatic approximation for quantum spin systems with a spectral gap | 1997-04-08 | Paper |
| A Goldstone mode in the Kawasaki-Ising model | 1996-03-19 | Paper |
| Mott transition and sign problem for a model of lattice fermions | 1995-06-22 | Paper |
| Multivoice Littlewood-Paley-Meyer wavelets and diagonal dominated pseudodifferential operators | 1995-05-01 | Paper |
| KAM theory in momentum space and quasiperiodic Schrödinger operators | 1993-06-29 | Paper |
| Perturbation theory for periodic orbits in a class of infinite dimensional Hamiltonian systems | 1991-01-01 | Paper |
| Unitary dressing transformations and exponential decay below threshold for quantum spin systems. III, IV | 1990-01-01 | Paper |
| Unitary dressing transformations and exponential decay below threshold for quantum spin systems. I, II | 1990-01-01 | Paper |
| On the spectrum of the Heisenberg Hamiltonian | 1989-01-01 | Paper |
| Scalar particles in a narrow-band periodic potential | 1989-01-01 | Paper |
| A continuation method for nonlinear eigenvalue problems | 1989-01-01 | Paper |
| Localised solutions of Hartree equations for narrow-band crystals | 1988-01-01 | Paper |
| Periodic solutions of some infinite-dimensional Hamiltonian systems associated with nonlinear partial difference equations. I | 1988-01-01 | Paper |
| Periodic solutions of some infinite-dimensional Hamiltonian systems associated with nonlinear partial difference equations. II | 1988-01-01 | Paper |
