| Publication | Date of Publication | Type |
|---|
| Optimal liquidation with high risk aversion and small linear price impact | 2024-08-01 | Paper |
| Duality theory for exponential utility-based hedging in the Almgren-Chriss model | 2024-05-10 | Paper |
| Optimal investment with a noisy signal of future stock prices | 2024-02-08 | Paper |
| Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework | 2023-09-14 | Paper |
| What if we knew what the future brings? Optimal investment for a frontrunner with price impact | 2022-07-18 | Paper |
| A scaling limit for utility indifference prices in the discretised Bachelier model | 2022-04-01 | Paper |
| Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact | 2022-03-18 | Paper |
| Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios | 2021-12-02 | Paper |
| On shortfall risk minimization for game options | 2021-11-05 | Paper |
| Short Communication: A Note on Utility Indifference Pricing with Delayed Information | 2021-05-17 | Paper |
| Continuity of utility maximization under weak convergence | 2021-05-03 | Paper |
| Extended weak convergence and utility maximisation with proportional transaction costs | 2020-11-11 | Paper |
| A Note on Utility Indifference Pricing with Delayed Information | 2020-11-10 | Paper |
| A note on costs minimization with stochastic target constraints | 2020-05-26 | Paper |
| Scaling limits for super-replication with transient price impact | 2020-04-27 | Paper |
| Continuous-time duality for superreplication with transient price impact | 2020-02-21 | Paper |
| Market delay and \(G\)-expectations | 2020-01-24 | Paper |
| Super-replication with fixed transaction costs | 2019-04-24 | Paper |
| Numerical scheme for Dynkin games under model uncertainty | 2018-08-24 | Paper |
| Recombining Tree Approximations for Optimal Stopping for Diffusions | 2018-08-10 | Paper |
| Super‐replication in fully incomplete markets | 2018-05-25 | Paper |
| Convex Duality with Transaction Costs | 2017-06-02 | Paper |
| The scaling limit of superreplication prices with small transaction costs in the multivariate case | 2017-04-13 | Paper |
| Risk minimization for game options in markets imposing minimal transaction costs | 2016-11-01 | Paper |
| Super-replication with nonlinear transaction costs and volatility uncertainty | 2016-08-23 | Paper |
| Corrigendum to: ``Martingale optimal transport in the Skorokhod space | 2015-12-08 | Paper |
| Martingale optimal transport in the Skorokhod space | 2015-08-21 | Paper |
| Robust hedging with proportional transaction costs | 2014-11-07 | Paper |
| Martingale optimal transport and robust hedging in continuous time | 2014-10-31 | Paper |
| Approximating stochastic volatility by recombinant trees | 2014-09-25 | Paper |
| Hedging of game options under model uncertainty in discrete time | 2014-09-22 | Paper |
| Limit theorems for partial hedging under transaction costs | 2014-08-11 | Paper |
| Hedging of game options with the presence of transaction costs | 2014-01-17 | Paper |
| Numerical schemes for \(G\)-expectations | 2014-01-15 | Paper |
| Duality and convergence for binomial markets with friction | 2013-07-18 | Paper |
| Weak approximation of \(G\)-expectations | 2012-03-05 | Paper |
| Error estimates for multinomial approximations of American options in a class of jump diffusion models | 2012-01-03 | Paper |
| Binomial Approximations for Barrier Options of Israeli Style | 2011-08-08 | Paper |
| Perfect and partial hedging for swing game options in discrete time | 2011-06-16 | Paper |
| Shortfall risk approximations for American options in the multidimensional Black-Scholes model | 2011-01-13 | Paper |
| Applications of weak convergence for hedging of game options | 2010-10-04 | Paper |
| Binomial approximations of shortfall risk for game options | 2008-11-27 | Paper |
| Correction: Error estimates for binomial approximations of game options | 2008-07-01 | Paper |
| Hedging with risk for game options in discrete time | 2007-03-30 | Paper |
| A Note on Optimal Liquidation with Linear Price Impact | N/A | Paper |
