| Publication | Date of Publication | Type |
|---|
| Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework | 2024-02-12 | Paper |
| Health insurance, portfolio choice, and retirement incentives | 2023-07-04 | Paper |
| Debt redemption fund and fiscal incentives | 2023-02-23 | Paper |
| A new class of multidimensional Wishart-based hybrid models | 2022-06-17 | Paper |
| On the application of Wishart process to the pricing of equity derivatives: the multi-asset case | 2021-11-24 | Paper |
| Optimal investment strategies with a minimum performance constraint | 2021-11-08 | Paper |
| Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms | 2021-06-09 | Paper |
| Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities | 2020-12-07 | Paper |
| The determinants of lapse rates in the Italian life insurance market | 2020-11-04 | Paper |
| Hilbert transform, spectral filters and option pricing | 2020-01-20 | Paper |
| Calibration and advanced simulation schemes for the Wishart stochastic volatility model | 2019-09-26 | Paper |
| Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints | 2019-06-18 | Paper |
| Asset management, high water mark and flow of funds | 2019-01-11 | Paper |
| On relative performance, remuneration and risk taking of asset managers | 2018-12-10 | Paper |
| A general framework for pricing Asian options under stochastic volatility on parallel architectures | 2018-10-30 | Paper |
| Integrated structural approach to credit value adjustment | 2018-10-30 | Paper |
| A parallel wavelet-based pricing procedure for Asian options | 2018-09-19 | Paper |
| Fluctuation identities with continuous monitoring and their application to the pricing of barrier options | 2018-07-25 | Paper |
| Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options | 2016-10-07 | Paper |
| Optimal impulse control of a portfolio with a fixed transaction cost | 2016-06-30 | Paper |
| Pricing exotic derivatives exploiting structure | 2016-06-23 | Paper |
| Optimal investment in research and development under uncertainty | 2016-03-09 | Paper |
| American option valuation in a stochastic volatility model with transaction costs | 2015-07-29 | Paper |
| RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING | 2015-05-11 | Paper |
| Pricing Credit Derivatives in a Wiener–Hopf Framework | 2014-09-29 | Paper |
| Z-Transform and preconditioning techniques for option pricing | 2014-01-24 | Paper |
| hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES | 2012-06-13 | Paper |
| Optimal investment, stochastic labor income and retirement | 2012-06-11 | Paper |
| Corrigendum to `Optimal investment, stochastic labor income and retirement' | 2012-05-18 | Paper |
| Pricing Discretely Monitored Asian Options by Maturity Randomization | 2011-06-21 | Paper |
| Option pricing, maturity randomization and distributed computing | 2010-09-02 | Paper |
| Stability properties of discontinuous Galerkin methods for 2D elliptic problems | 2008-07-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5291992 | 2007-06-19 | Paper |
