| Publication | Date of Publication | Type |
|---|
| A two-person zero-sum game approach for a retirement decision with borrowing constraints | 2024-10-23 | Paper |
| Human capital and portfolio choice: borrowing constraint and reversible retirement | 2024-08-28 | Paper |
| Dynamic asset allocation and consumption ratcheting with costs | 2024-07-08 | Paper |
| Optimal consumption and investment with welfare constraints | 2024-04-02 | Paper |
| Variational inequality arising from variable annuity with mean reversion environment | 2023-12-21 | Paper |
| Labor supply flexibility and portfolio selection with early retirement option | 2023-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6091007 | 2023-11-23 | Paper |
| Horizon effect on optimal retirement decision | 2023-06-20 | Paper |
| Optimal job switching and retirement decision | 2023-04-21 | Paper |
| Variable annuity with a surrender option under multiscale stochastic volatility | 2023-01-17 | Paper |
| Optimal Retirement Under Partial Information | 2022-09-26 | Paper |
| Optimal long-term contracts with disability insurance under limited commitment | 2022-05-12 | Paper |
| Intertemporal preference with loss aversion: consumption and risk-attitude | 2022-04-08 | Paper |
| Optimal finite horizon contract with limited commitment | 2022-04-01 | Paper |
| Finite horizon portfolio selection with durable goods | 2021-10-22 | Paper |
| Finite horizon portfolio selection problem with a drawdown constraint on consumption | 2021-10-22 | Paper |
| A problem of optimal switching and singular control with discretionary stopping in portfolio selection | 2021-07-25 | Paper |
| Portfolio selection with drawdown constraint on consumption: a generalization model | 2021-07-14 | Paper |
| Finite horizon portfolio selection problems with stochastic borrowing constraints | 2021-06-09 | Paper |
| OPTIMAL SURRENDER TIME FOR A VARIABLE ANNUITY WITH A FIXED INSURANCE FEE | 2021-06-03 | Paper |
| Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints | 2021-05-04 | Paper |
| Pricing variable annuity with surrender guarantee | 2021-04-23 | Paper |
| Dynamic asset allocation with consumption ratcheting post retirement | 2021-03-12 | Paper |
| An integral equation approach for optimal investment policies with partial reversibility | 2020-11-27 | Paper |
| Valuing vulnerable geometric Asian options | 2020-10-11 | Paper |
| Analytic solution for American strangle options using Laplace-Carson transforms | 2020-10-07 | Paper |
| An integral equation representation approach for valuing Russian options with a finite time horizon | 2020-09-15 | Paper |
| Optimal retirement and portfolio selection with consumption ratcheting | 2020-06-18 | Paper |
| Efficient valuation of a variable annuity contract with a surrender option | 2020-02-28 | Paper |
| Pricing of fixed-strike lookback options on assets with default risk | 2020-02-20 | Paper |
| \((1+2)\)-dimensional Black-Scholes equations with mixed boundary conditions | 2020-01-10 | Paper |
| Ratcheting with a bliss level of consumption | 2019-10-18 | Paper |
| Analytic valuation of European continuous-installment barrier options | 2019-07-26 | Paper |
| Finite horizon portfolio selection with a negative wealth constraint | 2019-06-20 | Paper |
| Finite-horizon optimal consumption and investment problem with a preference change | 2019-02-21 | Paper |
| Valuation of American strangle option: variational inequality approach | 2019-01-11 | Paper |
| Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities | 2018-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4582807 | 2018-08-24 | Paper |
| Portfolio selection with consumption ratcheting | 2018-08-13 | Paper |
| The pricing of dynamic fund protection with default risk | 2018-01-11 | Paper |
| A simple and fast method for valuing American knock-out options with rebates | 2017-11-24 | Paper |
| An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model | 2017-01-17 | Paper |
| Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation | 2016-11-22 | Paper |
| Pricing vulnerable path-dependent options using integral transforms | 2016-11-22 | Paper |
| Pricing external-chained barrier options with exponential barriers | 2016-10-26 | Paper |
| A CLOSED-FORM SOLUTION FOR LOOKBACK OPTIONS USING MELLIN TRANSFORM APPROACH | 2016-07-14 | Paper |
