| Publication | Date of Publication | Type |
|---|
| Large deviation principles for stochastic volatility models with reflection | 2023-07-06 | Paper |
| Multivariate Stochastic Volatility Models and Large Deviation Principles | 2022-03-16 | Paper |
| Large deviations for fractional volatility models with non-Gaussian volatility driver | 2021-11-03 | Paper |
| Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness | 2021-08-05 | Paper |
| Small-time asymptotics for Gaussian self-similar stochastic volatility models | 2020-07-17 | Paper |
| Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions | 2020-04-29 | Paper |
| Short-time near-the-money skew in rough fractional volatility models | 2019-09-26 | Paper |
| Extreme-strike asymptotics for general Gaussian stochastic volatility models | 2019-06-18 | Paper |
| Mass at zero in the uncorrelated SABR model and implied volatility asymptotics | 2019-02-06 | Paper |
| Implied Volatility of Basket Options at Extreme Strikes | 2018-12-11 | Paper |
| The Gärtner-Ellis Theorem, Homogenization, and Affine Processes | 2018-12-11 | Paper |
| Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models | 2018-10-31 | Paper |
| Distance to the line in the Heston model | 2017-02-14 | Paper |
| On the probability of hitting the boundary for Brownian motions on the SABR plane | 2016-12-21 | Paper |
| The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory | 2016-04-21 | Paper |
| Tail behavior of sums and differences of log-normal random variables | 2016-02-22 | Paper |
| Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models | 2015-05-15 | Paper |
| LEFT-WING ASYMPTOTICS OF THE IMPLIED VOLATILITY IN THE PRESENCE OF ATOMS | 2015-05-11 | Paper |
| The Heston Riemannian distance function | 2014-02-27 | Paper |
| On refined volatility smile expansion in the Heston model | 2013-06-27 | Paper |
| Spatial rough path lifts of stochastic convolutions | 2012-10-31 | Paper |
| Two-Sided Estimates for Distribution Densities in Models with Jumps | 2012-09-21 | Paper |
| Analytically tractable stochastic stock price models. | 2012-07-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2894660 | 2012-06-30 | Paper |
| ASYMPTOTIC EQUIVALENCE IN LEE'S MOMENT FORMULAS FOR THE IMPLIED VOLATILITY, ASSET PRICE MODELS WITHOUT MOMENT EXPLOSIONS, AND PITERBARG'S CONJECTURE | 2012-06-25 | Paper |
| Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes | 2010-11-10 | Paper |
| Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models | 2010-10-07 | Paper |
| ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I | 2010-08-03 | Paper |
| IMPLIED VOLATILITY IN THE HULL-WHITE MODEL | 2009-08-28 | Paper |
| Classes of time-dependent measures, non-homogeneous Markov processes, and Feynman-Kac propagators | 2008-08-07 | Paper |
| Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model | 2006-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5395176 | 2006-11-01 | Paper |
| Feynman--Kac propagators and viscosity solutions | 2006-03-09 | Paper |
| Nonautonomous Kato classes of measures and Feynman-Kac propagators | 2005-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4676055 | 2005-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4821160 | 2004-10-11 | Paper |
| Classes of time-dependent measures and the behavior of Feynman-Kac propagators | 2003-09-09 | Paper |
| On the heat equation with a time-dependent singular potential | 2002-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4955403 | 2001-09-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4487420 | 2001-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4508967 | 2001-01-17 | Paper |
| Sharp estimates in smoothing theorems for Schrödinger semigroups | 2000-05-11 | Paper |
| Rearrangement-invariant spaces of functions on LCA groups | 1999-04-08 | Paper |
| Rearrangements of functions on a locally compact abelian group and integrability of the Fourier transform | 1997-09-08 | Paper |
| Linear Chaos in the Unforced Quantum Harmonic Oscillator | 1997-03-31 | Paper |
| Exact smoothing properties of Schrodinger semigroups | 1997-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4317264 | 1996-04-01 | Paper |
| QUASIANALYTIC FUNCTION CLASSES AND THE COMPLEX-TIME DIFFUSION GROUP - I | 1995-07-27 | Paper |
| Mean dimension of function classes with Lebesgue measurable spectral sets | 1994-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4006607 | 1992-09-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3970866 | 1992-06-25 | Paper |
| Traces of functions belonging to Sovolev and Besov spaces and extensions from subsets of the Euclidean space | 1989-01-01 | Paper |
| Traces of differential functions on subsets of the Euclidean space | 1988-01-01 | Paper |
| Rearrangements, arrangements of signs, and convergence of sequences of operators | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3772727 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3744695 | 1986-01-01 | Paper |
| Multipliers on Besov spaces | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3817101 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678190 | 1984-01-01 | Paper |
| Singularities of summable functions | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3312720 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3312719 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3967979 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4744831 | 1982-01-01 | Paper |
| Behavior of the Fourier transform in function spaces | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3921647 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3930180 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3900467 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3927629 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3857332 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3938002 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4193948 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4178081 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4129884 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4159769 | 1977-01-01 | Paper |
| FOURIER COEFFICIENTS OF SUMMABLE FUNCTIONS | 1977-01-01 | Paper |
| О поведении коэффициентов Фурье равноизмеримых функций | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4080207 | 1974-01-01 | Paper |
| Distribution functions and trigonometric series with monotonically decreasing coefficients | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4769430 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5182073 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5620056 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5628651 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5631562 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5606033 | 1970-01-01 | Paper |
