| Publication | Date of Publication | Type |
|---|
| Financial decisions involving credit default swaps over the business cycle | 2024-07-04 | Paper |
| Simple contracts with double-sided moral hazard and adverse selection | 2024-05-07 | Paper |
| Optimal robust reinsurance contracts with investment strategy under variance premium principle | 2024-04-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6188644 | 2024-02-07 | Paper |
| Two-stage investment, loan guarantees and share buybacks | 2023-11-15 | Paper |
| Pricing contingent convertibles with idiosyncratic risk | 2023-10-23 | Paper |
| Optimal design of accelerated degradation test based on the combination forecast method for products with uncertain degradation models | 2023-10-10 | Paper |
| The timing of debt renegotiation and its implications for irreversible investment and capital structure | 2023-06-20 | Paper |
| Investment, consumption smoothing with credit guarantee and adverse selection | 2023-04-24 | Paper |
| Novel learning functions design based on the probability of improvement criterion and normalization techniques | 2022-12-21 | Paper |
| Hedging-based utility risk measure customized for individual investors | 2022-10-17 | Paper |
| Field degradation modeling and prognostics under time-varying operating conditions: a Bayesian based filtering algorithm | 2021-09-21 | Paper |
| Real option duopolies with quasi-hyperbolic discounting | 2020-01-31 | Paper |
| Reliability assessment of CNC machining center based on Weibull neural network | 2018-08-27 | Paper |
| Real options and contingent convertibles with regime switching | 2018-08-09 | Paper |
| The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula | 2018-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3132144 | 2018-01-29 | Paper |
| Investment, agency conflicts, debt maturity, and loan guarantees by negotiation | 2017-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5367928 | 2017-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5371399 | 2017-10-20 | Paper |
| Investment and financing for SMEs with a partial guarantee and jump risk | 2016-10-07 | Paper |
| Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk | 2016-07-06 | Paper |
| The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds | 2016-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5165843 | 2014-06-30 | Paper |
| Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk | 2014-04-10 | Paper |
| Arbitrage-free interval and dynamic hedging in an illiquid market | 2014-02-20 | Paper |
| Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds | 2014-02-11 | Paper |
| Optimal capital structure with an equity-for-guarantee swap | 2013-07-26 | Paper |
| The discounted penalty function with multi-layer dividend strategy in the phase-type risk model | 2012-08-30 | Paper |
| Consumption utility-based pricing and timing of the option to invest with partial information | 2012-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3169468 | 2011-09-29 | Paper |
| Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus | 2011-09-20 | Paper |
| A comparative analysis of the value of information in a continuous time market model with partial information: the cases of log-utility and CRRA | 2010-12-01 | Paper |
| Optimal investment for minimizing the probability of lifetime ruin | 2010-07-08 | Paper |
| On the non-equilibrium density of geometric mean reversion | 2010-04-01 | Paper |
| IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS | 2009-08-03 | Paper |
| Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk | 2009-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597864 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599769 | 2009-02-09 | Paper |
| OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS | 2008-09-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5755339 | 2007-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3438283 | 2007-05-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3415593 | 2007-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5483677 | 2006-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5463035 | 2005-08-01 | Paper |
| Optimal portfolio strategies with a liability and random risk: the case of different lending and borrowing rates. | 2004-09-28 | Paper |
| Explicit expressions for the valuation and hedging of the arithmetic Asian option | 2004-06-18 | Paper |
| Principle of precision micro-drilling with axial vibration of low frequency | 2003-10-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4544000 | 2002-08-11 | Paper |
| The hedging strategy of an Asian option | 2001-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4264899 | 1999-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3122974 | 1997-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3124314 | 1997-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4867555 | 1996-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4300420 | 1995-02-12 | Paper |
