| Publication | Date of Publication | Type |
|---|
| Operational risk quantified with spectral risk measures: a refined closed-form approximation | 2019-09-26 | Paper |
| Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model | 2018-10-29 | Paper |
| Time‐Varying Parameter Realized Volatility Models | 2018-10-12 | Paper |
| A nonparametric approach to test for predictability | 2018-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2993292 | 2016-08-10 | Paper |
| A reduced-form model for correlated defaults with regime-switching shot noise intensities | 2016-06-08 | Paper |
| Fuzzy credit pricing method for contingent claims with transaction cost | 2016-03-15 | Paper |
| Regime-switching shot-noise processes and longevity bond pricing | 2015-02-25 | Paper |
| Ambiguity, asset prices, and excess volatility in a pure-exchange economy | 2014-09-05 | Paper |
| The market pricing of the lifeboat provision in a closed-end fund | 2014-09-05 | Paper |
| A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk | 2014-08-08 | Paper |
| Unilateral counterparty risk valuation of CDS using a regime-switching intensity model | 2014-04-17 | Paper |
| Risk concentration of aggregated dependent risks: the second-order properties | 2012-04-18 | Paper |
| Optimal insurance in the presence of insurer's loss limit | 2012-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109396 | 2012-01-27 | Paper |
| Modeling chinese stock returns with stable distribution | 2011-11-11 | Paper |
| An exact algorithm for the type-constrained and variable sized bin packing problem | 2010-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3402745 | 2010-02-12 | Paper |
| A jump-diffusion model for option pricing under fuzzy environments | 2009-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3609920 | 2009-03-06 | Paper |
| The optimal insurance strategy in complete market | 2009-03-06 | Paper |
| Mean-variance model with new type risk perceptions and empirical research | 2009-03-06 | Paper |
| An optimal insurance strategy for an individual under an intertemporal equilibrium | 2008-08-22 | Paper |
| Investor protection, ownership structure and corporate valuation | 2008-08-06 | Paper |
| Optimal insurance under the insurer's risk constraint | 2008-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3595953 | 2007-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5755338 | 2007-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3415779 | 2007-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3415587 | 2007-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3415784 | 2007-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5468393 | 2006-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3373333 | 2006-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4809219 | 2004-08-24 | Paper |
| On stochastic optimal control for stock price volatility | 2004-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4795757 | 2003-10-28 | Paper |
| Globally asymptotic stability of a recurrence sequence | 2002-09-10 | Paper |
| Existence of oscillatory solutions to neutral equations with multi-delay | 2002-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543473 | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4693699 | 1994-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3983765 | 1992-06-27 | Paper |
