| Publication | Date of Publication | Type |
|---|
| Portfolio-consumption choice problem with voluntary retirement and consumption constraints | 2024-06-17 | Paper |
| A double-rail phononic crystal model for the ballasted track | 2024-05-08 | Paper |
| A hybrid solution for band-gap analysis of vertical vibration for periodic beam-plate coupled systems based on variation principle | 2024-04-24 | Paper |
| Power law decay of stored pattern stability in sparse Hopfield neural networks | 2023-09-21 | Paper |
| Robust Control Problems of BSDEs Coupled with Value Functions | 2023-08-15 | Paper |
| Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints | 2022-09-23 | Paper |
| Reliability prediction based on Birnbaum-Saunders model and its application to smart meter | 2022-06-30 | Paper |
| Enhanced suppression of vibrational wave transmission in structures with periodically attached absorbers exploiting amplitude magnification mechanisms | 2022-06-03 | Paper |
| An exact non-equilibrium extrapolation scheme for pressure and velocity boundary conditions with large gradients in the lattice Boltzmann method | 2021-11-15 | Paper |
| Mechanical characteristics and nonlinear dynamic response analysis of rotor-bearing-coupling system | 2021-09-24 | Paper |
| Optimal retirement in a general market environment | 2021-08-11 | Paper |
| The stochastic control model for use conversion of land | 2021-08-04 | Paper |
| Analysis of the optimal exercise boundary of American put options with delivery lags | 2021-03-04 | Paper |
| Optimal Consumption and Portfolio Selection with Early Retirement Option | 2020-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5196227 | 2019-10-02 | Paper |
| Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs | 2019-07-08 | Paper |
| Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility | 2018-08-13 | Paper |
| Stability analysis and vibration characteristics of an axially moving plate in aero-thermal environment | 2018-02-08 | Paper |
| A note on finite horizon optimal investment and consumption with transaction costs | 2016-09-30 | Paper |
| Leverage management in a bull-bear switching market | 2016-09-28 | Paper |
| Optimal trend following trading rules | 2016-05-19 | Paper |
| A Dynkin game under Knightian uncertainty | 2016-03-09 | Paper |
| Indifference pricing and hedging in a multiple-priors model with trading constraints | 2015-07-31 | Paper |
| Dynkin game of convertible bonds and their optimal strategy | 2015-02-11 | Paper |
| Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model | 2014-06-23 | Paper |
| A positive solution of a \(p\)-Laplace-like equation with critical growth | 2013-12-11 | Paper |
| Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality | 2013-05-16 | Paper |
| Optimal Stock Selling Based on the Global Maximum | 2012-11-29 | Paper |
| Methodology of estimating the embedding dimension in chaos time series based on the prediction performance of radial basis function neural networks | 2012-06-01 | Paper |
| Bayesian image restoration using a large-scale total patch variation prior | 2012-04-03 | Paper |
| The regularity of the free boundary for strike reset option | 2011-09-29 | Paper |
| Free boundary problem concerning pricing convertible bond | 2011-06-07 | Paper |
| Some generalizations to the concentration-compactness principle | 2010-11-05 | Paper |
| A free boundary problem arising from pricing convertible bond | 2010-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3644511 | 2009-11-11 | Paper |
| A system of variational inequalities arising from finite expiry Russian option with two regimes | 2009-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5320635 | 2009-07-22 | Paper |
| VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH | 2009-06-30 | Paper |
| A variational inequality arising from American installment call options pricing | 2009-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3630622 | 2009-06-04 | Paper |
| A Variational Inequality Arising from European Installment Call Options Pricing | 2009-03-06 | Paper |
| A variational inequality arising from European option pricing with transaction costs | 2008-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3428984 | 2007-03-30 | Paper |
| A parabolic variational inequality arising from the valuation of strike reset options | 2007-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5483722 | 2006-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5476084 | 2006-06-29 | Paper |
| Local classical solution of a free boundary problem for a coupled system | 2005-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4809403 | 2004-08-24 | Paper |
