| Publication | Date of Publication | Type |
|---|
| The Cheeger Constants of Random Belyi Surfaces | 2024-01-25 | Paper |
| Non-simple systoles on random hyperbolic surfaces for large genus | 2023-08-31 | Paper |
| Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise | 2023-07-07 | Paper |
| Multinational production and the skill premium | 2022-11-16 | Paper |
| Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps | 2022-11-11 | Paper |
| Optimal investment and consumption in a continuous-time co-integration model | 2022-11-09 | Paper |
| Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models | 2022-11-04 | Paper |
| Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering | 2022-10-26 | Paper |
| The nonlinear characteristics of the pulsations, translations and the secondary Bjerknes force | 2022-08-29 | Paper |
| Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method | 2022-07-15 | Paper |
| Dynamic asset-liability management problem in a continuous-time model with delay | 2022-06-03 | Paper |
| Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models | 2022-05-31 | Paper |
| Habituation as a neural algorithm for online odor discrimination | 2022-05-05 | Paper |
| Investigation on the three-dimensional shock wave/turbulence boundary layer control induced by the secondary recirculation jets | 2022-04-22 | Paper |
| Mean-Variance Portfolio Selection in Contagious Markets | 2022-04-21 | Paper |
| Arbitrarily small spectral gaps for random hyperbolic surfaces with many cusps | 2022-03-29 | Paper |
| A Correspondence Between Normalization Strategies in Artificial and Biological Neural Networks | 2022-02-18 | Paper |
| Hearing the shape of right triangle billiard tables | 2022-02-14 | Paper |
| A stochastic maximum principle for backward control systems with random default time | 2022-01-19 | Paper |
| Equilibrium investment strategy for a DC pension plan with learning about stock return predictability | 2021-10-19 | Paper |
| Design and application of genetic algorithm based on signal game and newsboy model for optimizing supply chain | 2021-10-08 | Paper |
| Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework | 2021-09-10 | Paper |
| Invariant algebraic curves and hyperelliptic limit cycles of Liénard systems | 2021-06-30 | Paper |
| \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching | 2021-04-08 | Paper |
| Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion | 2021-04-07 | Paper |
| Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process | 2021-03-17 | Paper |
| A dynamic pricing game for general insurance market | 2021-02-11 | Paper |
| A continuous-time theory of reinsurance chains | 2020-11-19 | Paper |
| Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model | 2020-08-26 | Paper |
| A new multiscale algorithm for solving second order boundary value problems | 2020-06-16 | Paper |
| Mean-variance asset-liability management problem under non-Markovian regime-switching models | 2020-06-02 | Paper |
| Life-Cycle Planning with Ambiguous Economics and Mortality Risks | 2019-12-18 | Paper |
| Portfolio selection with regime-switching and state-dependent preferences | 2019-11-05 | Paper |
| Robust optimal investment and reinsurance of an insurer under jump-diffusion models | 2019-10-15 | Paper |
| Simultaneous normalization of period map and affine structures on moduli spaces | 2019-10-13 | Paper |
| Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework | 2019-09-19 | Paper |
| Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion | 2019-09-19 | Paper |
| Pricing dynamic fund protection under hidden Markov models | 2019-06-18 | Paper |
| Valuation of risk-based premium of DB pension plan with terminations | 2019-05-23 | Paper |
| Learning Correspondence Structures for Person Re-Identification | 2019-02-05 | Paper |
| A general approach to fast prototype the topology of braided structures | 2018-11-29 | Paper |
| Torsion of a functionally graded material | 2018-11-26 | Paper |
| Bond and option pricing for interest rate model with clustering effects | 2018-11-14 | Paper |
| How do capital structure and economic regime affect fair prices of bank's equity and liabilities? | 2018-10-31 | Paper |
| Moduli spaces as ball quotients I, local theory | 2018-10-25 | Paper |
| Fractional-derivative Maxwell Kelvin model for ``5+4 viscoelastic damping wall subjected to large deformation | 2018-10-12 | Paper |
| Mean-variance portfolio selection under a constant elasticity of variance model | 2018-09-28 | Paper |
| Lifetime asset allocation with idiosyncratic and systematic mortality risks | 2018-08-31 | Paper |
| Optimal investment-consumption-insurance with random parameters | 2018-07-11 | Paper |
| On the existence of optimal controls for backward stochastic partial differential equations | 2018-06-14 | Paper |
| ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER | 2018-06-06 | Paper |
| Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility | 2018-02-15 | Paper |
| Mean-variance portfolio selection in a complete market with unbounded random coefficients | 2018-01-12 | Paper |
| Hodge metric completion of the moduli space of Calabi-Yau manifolds | 2017-12-11 | Paper |
| Detecting and extracting natural snow from videos | 2017-11-03 | Paper |
| Boundedness of the period maps and global Torelli theorem | 2017-09-01 | Paper |
| An FFT approach for option pricing under a regime-switching stochastic interest rate model | 2017-08-23 | Paper |
| SDU: A Semidefinite Programming-Based Underestimation Method for Stochastic Global Optimization in Protein Docking | 2017-07-27 | Paper |
| Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models | 2017-06-29 | Paper |
| Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model | 2017-06-15 | Paper |
| Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model | 2017-06-07 | Paper |
| Constrained investment-reinsurance optimization with regime switching under variance premium principle | 2016-12-14 | Paper |
| Applications of affine structures to Calabi-Yau moduli spaces | 2016-11-22 | Paper |
| Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options | 2016-11-21 | Paper |
| Applications of the Affine Structures on the Teichmüller Spaces | 2016-09-29 | Paper |
| Optimal control for stochastic delay evolution equations | 2016-09-23 | Paper |
| Algebraicity of the image of period map | 2016-08-21 | Paper |
| Consumption-investment strategies with non-exponential discounting and logarithmic utility | 2016-06-23 | Paper |
| Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security | 2016-02-29 | Paper |
| From local Torelli to global Torelli | 2015-12-28 | Paper |
| A revisit to stochastic near-optimal controls: the critical case | 2015-12-21 | Paper |
| On a Markov chain approximation method for option pricing with regime switching | 2015-10-22 | Paper |
| Static Hedging of Geometric Average Asian Options with Standard Options | 2015-07-29 | Paper |
| Boundedness of the images of period maps and applications | 2015-06-30 | Paper |
| Pricing annuity guarantees under a double regime-switching model | 2015-05-26 | Paper |
| Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process | 2015-05-26 | Paper |
| Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach | 2015-01-28 | Paper |
| Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach | 2015-01-06 | Paper |
| Boundedness of the Images of Period Maps | 2014-12-08 | Paper |
| Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance | 2014-10-08 | Paper |
| Longevity bond pricing under stochastic interest rate and mortality with regime-switching | 2014-07-16 | Paper |
| Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model | 2014-06-23 | Paper |
| The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem | 2014-01-14 | Paper |
| A stochastic maximum principle for backward control systems with random default time | 2014-01-09 | Paper |
| Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching | 2013-05-14 | Paper |
| Global Torelli Theorem for Projective Manifolds of Calabi-Yau Type | 2012-05-18 | Paper |
| A Global Torelli Theorem for Calabi-Yau Manifolds | 2011-12-06 | Paper |
| A closed-form solution to video matting of natural snow | 2010-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391476 | 2000-03-29 | Paper |
