| Publication | Date of Publication | Type |
|---|
| Callable convertible bonds under liquidity constraints and hybrid priorities | 2025-01-20 | Paper |
| A robust \(\alpha \)-stable central limit theorem under sublinear expectation without integrability condition | 2024-08-24 | Paper |
| Optimal investment and consumption with forward preferences and uncertain parameters | 2024-05-25 | Paper |
| A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem | 2024-05-15 | Paper |
| Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions | 2024-01-31 | Paper |
| Convergence rates for Chernoff-type approximations of convex monotone semigroups | 2023-10-15 | Paper |
| A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians | 2023-06-14 | Paper |
| A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation | 2023-04-26 | Paper |
| A robust $\alpha$-stable central limit theorem under sublinear expectation without integrability condition | 2023-01-18 | Paper |
| Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection | 2022-06-03 | Paper |
| Vague and weak convergence of signed measures | 2022-05-26 | Paper |
| A continuity theorem for generalised signed measures with an application to Karamata's Tauberian theorem | 2022-05-25 | Paper |
| A universal robust limit theorem for nonlinear L\'evy processes under sublinear expectation | 2022-04-30 | Paper |
| A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models | 2021-09-08 | Paper |
| A monotone scheme for nonlinear partial integro-differential equations with the convergence rate of $\alpha$-stable limit theorem under sublinear expectation | 2021-07-23 | Paper |
| Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes | 2021-06-30 | Paper |
| Analysis of the optimal exercise boundary of American put options with delivery lags | 2021-03-04 | Paper |
| Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes | 2020-10-30 | Paper |
| Ergodic singular stochastic control motivated by the optimal sustainable exploitation of an ecosystem | 2020-08-12 | Paper |
| Risk-sensitive Dynkin games with heterogeneous Poisson random intervention times | 2020-08-04 | Paper |
| An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians | 2020-01-10 | Paper |
| Dynkin Games with Poisson Random Intervention Times | 2019-08-30 | Paper |
| Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs | 2019-07-08 | Paper |
| An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior | 2019-01-18 | Paper |
| A Multiperiod Bank Run Model for Liquidity Risk* | 2018-11-08 | Paper |
| Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE | 2017-07-20 | Paper |
| Exponential utility maximization and indifference valuation with unbounded payoffs | 2017-07-01 | Paper |
| Optimal switching at Poisson random intervention times | 2016-09-30 | Paper |
| A multidimensional exponential utility indifference pricing model with applications to counterparty risk | 2016-03-29 | Paper |
| Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model | 2015-09-22 | Paper |
| Indifference pricing and hedging in a multiple-priors model with trading constraints | 2015-07-31 | Paper |
| Stochastic Control Representations for Penalized Backward Stochastic Differential Equations | 2015-06-10 | Paper |
| Fully coupled forward–backward stochastic dynamics and functional differential systems | 2015-05-22 | Paper |
| Dynkin game of convertible bonds and their optimal strategy | 2015-02-11 | Paper |
| Pseudo linear pricing rule for utility indifference valuation | 2014-09-26 | Paper |
| A modified structural model for credit risk | 2012-08-30 | Paper |
| Applications of copula theory in credit risk | 2012-06-01 | Paper |
| Backward stochastic dynamics on a filtered probability space | 2011-10-10 | Paper |
| THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL | 2011-05-11 | Paper |
| A Functional Approach to FBSDEs and Its Application in Optimal Portfolios | 2010-11-19 | Paper |
| On Girsanov's transform for backward stochastic differential equations | 2010-11-14 | Paper |
| The credit risk and pricing of OTC options | 2008-02-18 | Paper |
| A monotone scheme for G-equations with application to the explicit convergence rate of robust central limit theorem | N/A | Paper |
| Representation of forward performance criteria with random endowment via FBSDE and application to forward optimized certainty equivalent | N/A | Paper |
