| Publication | Date of Publication | Type |
|---|
| Propagation of chaos for point processes induced by particle systems with mean-field drift interaction | 2025-01-10 | Paper |
| Markovian projections for Itô semimartingales with jumps | 2024-12-20 | Paper |
| On concentration of the empirical measure for radial transport costs | 2024-11-12 | Paper |
| Minimum curvature flow and martingale exit times | 2024-08-30 | Paper |
| Open markets and hybrid Jacobi processes | 2024-08-22 | Paper |
| Controlled measure-valued martingales: a viscosity solution approach | 2024-08-21 | Paper |
| Martin Larsson and Johannes Ruf's contribution to the discussion of `Estimating means of bounded random variables by betting' by Waudby-Smith and Ramdas | 2024-07-09 | Paper |
| Sequential testing for elicitable functionals via supermartingales | 2024-03-26 | Paper |
| A composite generalization of Ville's martingale theorem using e-processes | 2024-01-17 | Paper |
| Propagation of chaos for maxima of particle systems with mean-field drift interaction | 2023-11-20 | Paper |
| Relative arbitrage: Sharp time horizons and motion by curvature | 2023-09-28 | Paper |
| Robust asymptotic growth in stochastic portfolio theory under long‐only constraints | 2023-09-28 | Paper |
| Ergodic robust maximization of asymptotic growth under stochastic volatility | 2022-11-28 | Paper |
| Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs | 2022-03-01 | Paper |
| A weak solution theory for stochastic Volterra equations of convolution type | 2022-02-14 | Paper |
| Testing exchangeability: fork-convexity, supermartingales and e-processes | 2022-01-20 | Paper |
| Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces | 2021-07-21 | Paper |
| Convergence of local supermartingales | 2021-06-03 | Paper |
| On A Class Of Rank-Based Continuous Semimartingales | 2021-04-09 | Paper |
| Testing exchangeability: fork-convexity, supermartingales, and e-processes | 2021-01-31 | Paper |
| Informational Efficiency with Trading Constraints: A Characterization | 2021-01-15 | Paper |
| A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period | 2020-11-07 | Paper |
| Polynomial Jump-Diffusion Models | 2020-09-04 | Paper |
| Markov cubature rules for polynomial processes | 2020-04-07 | Paper |
| Minimum curvature flow and martingale exit times | 2020-03-30 | Paper |
| Affine Volterra processes | 2020-01-22 | Paper |
| On the relation between linearity‐generating processes and linear‐rational models | 2019-10-31 | Paper |
| Unspanned stochastic volatility in the multifactor CIR model | 2019-10-31 | Paper |
| Probability measure-valued polynomial diffusions | 2019-05-16 | Paper |
| Stochastic exponentials and logarithms on stochastic intervals. A survey | 2019-05-10 | Paper |
| Affine Rough Models | 2018-12-20 | Paper |
| Polynomial jump-diffusions on the unit simplex | 2018-11-07 | Paper |
| Immersed boundary method for viscous compressible flows around moving bodies | 2018-07-18 | Paper |
| Affine processes with compact state space | 2018-05-15 | Paper |
| Conditional infimum and recovery of monotone processes | 2018-02-23 | Paper |
| On aggregation and representative agent equilibria | 2018-02-09 | Paper |
| Semi-static completeness and robust pricing by informed investors | 2017-11-07 | Paper |
| The space of outcomes of semi-static trading strategies need not be closed | 2017-07-21 | Paper |
| Polynomial diffusions on compact quadric sets | 2017-02-14 | Paper |
| Polynomial diffusions and applications in finance | 2016-10-27 | Paper |
| Extremal dependence measure and extremogram: the regularly varying case | 2016-01-22 | Paper |
| Informational Efficiency under Short Sale Constraints | 2015-10-21 | Paper |
| Matrix-valued Bessel processes | 2015-08-07 | Paper |
| DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM | 2015-02-20 | Paper |
| Will banning naked CDS impact bond prices? | 2014-12-12 | Paper |
| Convergence of local supermartingales and Novikov-Kazamaki type conditions for processes with jumps | 2014-11-23 | Paper |
| Filtration shrinkage, strict local martingales and the Föllmer measure | 2014-08-06 | Paper |
| Linking Progressive and Initial Filtration Expansions | 2013-07-30 | Paper |
| Discretely sampled variance and volatility swaps versus their continuous approximations | 2013-04-02 | Paper |
| THE MEANING OF MARKET EFFICIENCY | 2013-02-28 | Paper |
| Numerical simulation of confined pulsating jets in human phonation | 2012-07-11 | Paper |
| Numerical Simulation of Fluid–Structure Interaction in Human Phonation: Verification of Structure Part | 2011-05-18 | Paper |
| Numerical Simulation of Fluid–Structure Interaction in Human Phonation: Application | 2011-05-18 | Paper |
| Extremal behavior of Archimedean copulas | 2011-05-03 | Paper |
| Credit contagion and risk management with multiple non-ordered defaults | 2011-04-27 | Paper |
| Tail Properties of Multivariate Archimedean Copulas | 2010-08-10 | Paper |
| Open Markets and Hybrid Jacobi Processes | N/A | Paper |
| Propagation of chaos for point processes induced by particle systems with mean-field drift interaction | N/A | Paper |
| On concentration of the empirical measure for radial transport costs | N/A | Paper |
| Distribution-uniform strong laws of large numbers | N/A | Paper |
| Markovian projections for It\^o semimartingales with jumps | N/A | Paper |
