| Publication | Date of Publication | Type |
|---|
| Mean-field ranking games with diffusion control | 2024-11-01 | Paper |
| Large ranking games with diffusion control | 2024-06-27 | Paper |
| The role of correlation in diffusion control ranking games | 2024-05-29 | Paper |
| On the joint survival probability of two collaborating firms | 2024-05-10 | Paper |
| Long term average cost control problems without ergodicity | 2022-09-23 | Paper |
| A transformation method to study the solvability of fully coupled FBSDEs | 2022-07-08 | Paper |
| First passage time density of an Ornstein–Uhlenbeck process with broken drift | 2022-04-22 | Paper |
| Properties of the EMCEL scheme for approximating irregular diffusions | 2022-01-21 | Paper |
| Gambling for resurrection and the heat equation on a triangle | 2021-10-19 | Paper |
| A functional limit theorem for coin tossing Markov chains | 2021-06-03 | Paper |
| The Skorokhod embedding problem for inhomogeneous diffusions | 2021-02-15 | Paper |
| Wasserstein convergence rates for random bit approximations of continuous Markov processes | 2020-10-28 | Paper |
| Bayesian sequential testing with expectation constraints | 2020-10-16 | Paper |
| Optimal position targeting via decoupling fields | 2020-08-17 | Paper |
| Last minute panic in zero sum games | 2020-04-29 | Paper |
| Stopping with expectation constraints: 3 points suffice | 2019-08-06 | Paper |
| The De Vylder–Goovaerts conjecture holds within the diffusion limit | 2019-07-31 | Paper |
| A verification theorem for optimal stopping problems with expectation constraints | 2019-03-27 | Paper |
| Erratum to: ``A verification theorem for optimal stopping problems with expectation constraints | 2019-03-27 | Paper |
| Cross-hedging minimum return guarantees: basis and liquidity risks | 2018-11-01 | Paper |
| Optimal Control of Diffusion Coefficients via Decoupling Fields | 2018-08-16 | Paper |
| Controlling the occupation time of an exponential martingale | 2017-11-17 | Paper |
| A functional limit theorem for irregular SDEs | 2017-09-15 | Paper |
| WLLN for arrays of nonnegative random variables | 2017-01-16 | Paper |
| Numerical approximation of irregular SDEs via Skorokhod embeddings | 2016-05-30 | Paper |
| Optimal portfolio liquidation with additional information | 2016-03-08 | Paper |
| Finite, integrable and bounded time embeddings for diffusions | 2015-06-15 | Paper |
| Optimal position targeting with stochastic linear-quadratic costs | 2015-04-08 | Paper |
| ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO | 2015-01-21 | Paper |
| BSDEs with Singular Terminal Condition and a Control Problem with Constraints | 2014-07-30 | Paper |
| Optimal trade execution under price-sensitive risk preferences | 2014-02-20 | Paper |
| Hedging forward positions: basis risk versus liquidity costs | 2014-01-23 | Paper |
| Cross hedging with stochastic correlation | 2012-11-15 | Paper |
| Hedging with Residual Risk: A BSDE Approach | 2012-08-24 | Paper |
| Multiperiod mean-variance portfolio optimization via market cloning | 2011-11-23 | Paper |
| SKOROKHOD EMBEDDINGS IN BOUNDED TIME | 2011-10-11 | Paper |
| Initial enlargement of filtrations and entropy of Poisson compensators | 2011-03-31 | Paper |
| CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP | 2011-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3562499 | 2010-05-21 | Paper |
| PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS | 2010-04-22 | Paper |
| On measure solutions of backward stochastic differential equations | 2009-09-17 | Paper |
| On filtration enlargements and purely discontinuous martingales | 2008-09-29 | Paper |
| A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT | 2008-08-26 | Paper |
| Optimal Cross Hedging of Insurance Derivatives | 2008-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3504634 | 2008-06-11 | Paper |
| Classical and variational differentiability of BSDEs with quadratic growth | 2007-11-23 | Paper |
| Enlargement of Filtrations and Continuous Girsanov-Type Embeddings | 2007-10-31 | Paper |
| Monotone utility convergence | 2007-08-23 | Paper |
| Metrics on the set of semimartingale filtrations | 2006-09-04 | Paper |
| The Shannon information of filtrations and the additional logarithmic utility of insiders | 2006-07-26 | Paper |
| Finite utility on financial markets with asymmetric information and structure properties of the price dynamics | 2005-08-04 | Paper |
