| Publication | Date of Publication | Type |
|---|
| Singularities of Fitzpatrick and convex functions | 2024-10-17 | Paper |
| Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces | 2024-04-10 | Paper |
| Backward martingale transport maps in pseudo-Euclidean spaces | 2023-04-17 | Paper |
| Singularities of Fitzpatrick and convex functions | 2022-12-19 | Paper |
| Density of the set of probability measures with the martingale representation property | 2019-10-08 | Paper |
| Existence and uniqueness of Arrow--Debreu equilibria with consumptions in ${\bf L}^0_+$ | 2016-12-07 | Paper |
| Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model | 2016-09-28 | Paper |
| Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure | 2016-08-08 | Paper |
| A system of quadratic BSDEs arising in a price impact model | 2016-06-09 | Paper |
| A model for a large investor trading at market indifference prices. II: Continuous-time case. | 2015-10-20 | Paper |
| The stochastic field of aggregate utilities and its saddle conjugate | 2015-08-20 | Paper |
| A model for a large investor trading at market indifference prices. I: Single-period case | 2015-03-30 | Paper |
| Existence of an endogenously complete equilibrium driven by a diffusion | 2015-01-19 | Paper |
| Integral representation of martingales motivated by the problem of endogenous completeness in financial economics | 2014-02-06 | Paper |
| On a stochastic differential equation arising in a price impact model | 2013-03-06 | Paper |
| Asymptotic analysis of utility-based hedging strategies for small number of contingent claims | 2007-12-17 | Paper |
| Sensitivity analysis of utility-based prices and risk-tolerance wealth processes | 2007-08-06 | Paper |
| On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets | 2007-02-05 | Paper |
| ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS | 2006-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4680643 | 2005-06-07 | Paper |
| Optimal investment with random endowments in incomplete markets. | 2004-09-15 | Paper |
| Necessary and sufficient conditions in the problem of optimal investment in incomplete markets | 2004-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791446 | 2003-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4384414 | 2001-08-02 | Paper |
| The asymptotic elasticity of utility functions and optimal investment in incomplete markets | 2000-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4208501 | 1999-03-02 | Paper |
| Asymptotic arbitrage in large financial markets | 1998-08-19 | Paper |
| Optional decompositions under constraints | 1997-09-09 | Paper |
| Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets | 1996-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845592 | 1996-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845604 | 1996-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845602 | 1996-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845601 | 1996-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845598 | 1995-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845597 | 1995-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322828 | 1995-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4281436 | 1994-11-29 | Paper |
| A.D. Alexandrov spaces with curvature bounded below | 1994-05-18 | Paper |
| On the Δ-convergence of statistical tests on totally bounded sets | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3197074 | 1989-01-01 | Paper |
