| Publication | Date of Publication | Type |
|---|
| Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors | 2023-09-18 | Paper |
| Optimal Stochastic Control Problem for a Carbon Emission Reduction Process | 2023-06-21 | Paper |
| A double obstacle model for pricing bi-leg defaultable interest rate swaps | 2022-12-08 | Paper |
| Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction | 2022-04-01 | Paper |
| A new model and its numerical method to identify multi credit migration boundaries | 2022-02-10 | Paper |
| Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process | 2021-11-05 | Paper |
| A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds | 2021-09-08 | Paper |
| The valuation of multi-counterparties CDS with credit rating migration | 2021-06-17 | Paper |
| Asymptotic behaviors of a free boundary raised from corporate bond evaluation with credit rating migration risks | 2021-02-09 | Paper |
| Optimal control strategy of companies: inheriting period and carbon emission reduction | 2020-12-10 | Paper |
| Free boundaries of credit rating migration in switching macro regions | 2020-08-28 | Paper |
| A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior | 2020-01-15 | Paper |
| An optimal control model for reducing and trading of carbon emissions | 2018-11-13 | Paper |
| CPDO WITH FINITE TERMINATION: MAXIMAL RETURN UNDER CASH-IN AND CASH-OUT CONDITIONS | 2017-10-17 | Paper |
| Minimization of carbon abatement cost: modeling, analysis and simulation | 2017-06-07 | Paper |
| An optimal control model of carbon reduction and trading | 2016-11-07 | Paper |
| Convergence rate of free boundary of numerical scheme for American option | 2016-09-30 | Paper |
| Asymptotic traveling wave solution for a credit rating migration problem | 2016-05-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3461425 | 2016-01-15 | Paper |
| Utility indifference valuation of corporate bond with rating migration risk | 2015-11-06 | Paper |
| A free boundary problem for corporate bond with credit rating migration | 2015-06-12 | Paper |
| Optimal Convergence Rate of the Binomial Tree Scheme for American Options and Their Free Boundaries | 2014-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2924607 | 2014-11-03 | Paper |
| Optimal control of perpetual CPDO: minimal cash-out probability and maximal conditional return | 2014-10-20 | Paper |
| Valuation of credit contingent interest rate swap | 2013-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901645 | 2013-01-24 | Paper |
| Valuation of a loan-only credit default swap with negatively correlated default and prepayment intensities | 2013-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2918317 | 2012-10-05 | Paper |
| A fully non-linear PDE problem from pricing CDS with counterparty risk | 2012-09-12 | Paper |
| INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS | 2012-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2887204 | 2012-06-01 | Paper |
| Valuation of portfolio credit derivatives with default intensities using the Vasicek model | 2011-03-30 | Paper |
| Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries | 2010-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3640223 | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3640843 | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3640968 | 2009-11-11 | Paper |
| Optimal convergence rate of the explicit finite difference scheme for American option valuation | 2009-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3609090 | 2009-03-06 | Paper |
| Pricing of perpetual American and Bermudan options by binomial tree method | 2008-03-31 | Paper |
| On the rate of convergence of the binomial tree scheme for American options | 2007-10-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2704336 | 2001-12-05 | Paper |
| Regularity of solutions for arbitrary order variational inequalities with general convex sets | 1999-04-26 | Paper |
| Trace imbeddings for \(T\)-sets and application to Neumann-Dirichlet problems with measures included in the boundary data | 1997-05-27 | Paper |
| THE REGULARITY OF SOLUTIONS FOR THE CURL BOUNDARY PROBLEMS AND GINZBURG-LANDAU SUPERCONDUCTIVITY MODEL | 1996-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4886388 | 1996-09-18 | Paper |
| Asymptotic behaviour of the solutions of an evolutionary Ginzburg-Landau superconductivity model | 1996-03-31 | Paper |
| Asymptotic behaviour of weak solutions to a boundary value problem for dynamic viscoelastic equations with memory | 1996-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4852731 | 1995-10-23 | Paper |
| On a Nonlinear Integrodifferential Drift-Diffusion Semiconductor Model | 1994-11-03 | Paper |
| On a non‐stationary Ginzburg–Landau superconductivity model | 1994-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3989802 | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3984887 | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3982723 | 1992-06-26 | Paper |
| Horn-type theorem in Fréchet spaces and application | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3490404 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3826976 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3811045 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3748633 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4727678 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678081 | 1985-01-01 | Paper |
