| Publication | Date of Publication | Type |
|---|
| Controlled measure-valued martingales: a viscosity solution approach | 2024-08-21 | Paper |
| Delayed switching identities and multi-marginal solutions to the Skorokhod embedding problem | 2023-12-07 | Paper |
| SDEs with no strong solution arising from a problem of stochastic control | 2023-09-01 | Paper |
| Optimal control of martingales in a radially symmetric environment | 2023-04-24 | Paper |
| Monte Carlo Methods for the Neutron Transport Equation | 2022-09-01 | Paper |
| Model-independent pricing with insider information: a skorokhod embedding approach | 2022-01-18 | Paper |
| Optimal control of martingales in a radially symmetric environment | 2021-08-10 | Paper |
| Stochastic Methods for Neutron Transport Equation III: Generational Many-to-One and $k_{\texttt{eff}}$ | 2021-06-02 | Paper |
| Using Echo State Networks to Approximate Value Functions for Control | 2021-02-11 | Paper |
| The geometry of multi-marginal Skorokhod embedding | 2020-04-21 | Paper |
| Switching Identities by Probabilistic Means | 2020-02-28 | Paper |
| Multi-species neutron transport equation | 2019-08-01 | Paper |
| Discretisation and duality of optimal Skorokhod embedding problems | 2019-06-28 | Paper |
| Robust hedging of options on a leveraged exchange traded fund | 2019-03-20 | Paper |
| The structure of non-linear martingale optimal transport problems | 2019-03-15 | Paper |
| The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach | 2019-02-28 | Paper |
| Martingale Optimal Transport with Stopping | 2018-02-22 | Paper |
| Model-Independent Bounds for Asian Options: A Dynamic Programming Approach | 2017-11-13 | Paper |
| Pathwise superreplication via Vovk's outer measure | 2017-10-23 | Paper |
| Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod Embedding Problem | 2017-08-23 | Paper |
| Optimal transport and Skorokhod embedding | 2017-06-07 | Paper |
| Robust pricing and hedging under trading restrictions and the emergence of local martingale models | 2016-09-07 | Paper |
| MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS | 2016-04-14 | Paper |
| Embedding laws in diffusions by functions of time | 2015-10-30 | Paper |
| On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale | 2015-05-27 | Paper |
| Robust pricing and hedging of double no-touch options | 2014-12-17 | Paper |
| From minimal embeddings to minimal diffusions | 2014-09-29 | Paper |
| UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES | 2014-06-13 | Paper |
| Root's barrier: construction, optimality and applications to variance options | 2013-05-10 | Paper |
| Robust Hedging of Double Touch Barrier Options | 2011-02-10 | Paper |
| Time-Homogeneous Diffusions with a Given Marginal at a Random Time | 2009-12-09 | Paper |
| Classes of measures which can be embedded in the simple symmetric random walk | 2009-11-20 | Paper |
| Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping | 2008-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3526638 | 2008-09-25 | Paper |
| A unifying class of Skorokhod embeddings: connecting the Azéma-Yor and Vallois embeddings | 2007-05-15 | Paper |
| Classes of Skorokhod Embeddings for the Simple Symmetric Random Walk | 2006-09-12 | Paper |
| Skorokhod embeddings, minimality and non-centred target distributions | 2006-06-26 | Paper |
| Local martingales, bubbles and option prices | 2006-05-24 | Paper |
| An optimal Skorokhod embedding for diffusions | 2005-08-05 | Paper |
| Binary branching processes with Moran type interactions | N/A | Paper |
