| Publication | Date of Publication | Type |
|---|
| Monotonicity of implied volatility for perpetual put options | 2024-02-23 | Paper |
| The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem | 2024-01-19 | Paper |
| The de Finetti Problem with Uncertain Competition | 2023-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6161844 | 2023-06-27 | Paper |
| De Finetti's control problem with competition | 2023-01-31 | Paper |
| A sequential estimation problem with control and discretionary stopping | 2022-11-16 | Paper |
| Multi-dimensional sequential testing and detection | 2022-08-03 | Paper |
| Disorder detection with costly observations | 2022-07-08 | Paper |
| Stopping problems with an unknown state | 2022-06-22 | Paper |
| Bayesian Sequential Composite Hypothesis Testing in Discrete Time | 2022-05-27 | Paper |
| Dynkin Games with Incomplete and Asymmetric Information | 2022-05-17 | Paper |
| The de Finetti problem with unknown competition | 2022-04-14 | Paper |
| How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition | 2022-03-01 | Paper |
| Bayesian sequential least-squares estimation for the drift of a Wiener process | 2022-02-11 | Paper |
| Auctions with an Invitation Cost | 2021-11-30 | Paper |
| De Finetti's control problem with competition | 2021-06-09 | Paper |
| Playing with ghosts in a Dynkin game | 2020-09-03 | Paper |
| A renewal theory approach to two-state switching problems with infinite values | 2020-05-12 | Paper |
| Optimal stopping of a Brownian bridge with an unknown pinning point | 2020-01-24 | Paper |
| AMERICAN OPTIONS AND INCOMPLETE INFORMATION | 2019-11-08 | Paper |
| Monotonicity and robustness in Wiener disorder detection | 2019-05-28 | Paper |
| Density symmetries for a class of 2-D diffusions with applications to finance | 2019-01-25 | Paper |
| Dynkin games with heterogeneous beliefs | 2018-09-26 | Paper |
| Sequential testing of a Wiener process with costly observations | 2018-05-03 | Paper |
| The dividend problem with a finite horizon | 2018-03-08 | Paper |
| Comparison of Two Methods for Superreplication | 2017-10-05 | Paper |
| The inverse first-passage problem and optimal stopping | 2016-12-09 | Paper |
| Momentum liquidation under partial information | 2016-08-11 | Paper |
| Optimal Liquidation of an Asset under Drift Uncertainty | 2016-06-15 | Paper |
| Bayesian sequential testing of the drift of a Brownian motion | 2016-02-12 | Paper |
| Feynman–Kac theorems for generalized diffusions | 2015-09-08 | Paper |
| SHORT-TIME IMPLIED VOLATILITY IN EXPONENTIAL LÉVY MODELS | 2015-07-23 | Paper |
| The Optimal Dividend Problem in the Dual Model | 2014-09-25 | Paper |
| PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS | 2014-06-13 | Paper |
| Numerical option pricing in the presence of bubbles | 2013-06-27 | Paper |
| Optimal Closing of a Momentum Trade | 2013-06-26 | Paper |
| Can time-homogeneous diffusions produce any distribution? | 2013-05-13 | Paper |
| DUPIRE'S EQUATION FOR BUBBLES | 2012-11-22 | Paper |
| Optimal selling of an asset under incomplete information | 2012-01-03 | Paper |
| Optimal Liquidation of a Pairs Trade | 2011-08-08 | Paper |
| Recovering a time-homogeneous stock price process from perpetual option prices | 2011-07-19 | Paper |
| Boundary conditions for the single-factor term structure equation | 2011-02-21 | Paper |
| Optimal liquidation of a call spread | 2010-07-20 | Paper |
| The Black-Scholes equation in stochastic volatility models | 2010-05-26 | Paper |
| Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation | 2009-12-16 | Paper |
| Bubbles, convexity and the Black-Scholes equation | 2009-08-27 | Paper |
| Optimal Stopping of a Brownian Bridge | 2009-04-14 | Paper |
| Optimal Stopping Games for Markov Processes | 2009-03-27 | Paper |
| A boundary point lemma for Black-Scholes type operators | 2008-03-06 | Paper |
| PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS | 2007-11-21 | Paper |
| Bounds for perpetual American option prices in a jump diffusion model | 2007-08-23 | Paper |
| Properties of game options | 2007-05-31 | Paper |
| Convexity preserving jump-diffusion models for option pricing | 2007-04-10 | Paper |
| On the value of optimal stopping games | 2007-02-05 | Paper |
| The American put is log-concave in the log-price | 2006-01-10 | Paper |
| Superreplication of Options on Several Underlying Assets | 2005-08-25 | Paper |
| Properties of American option prices | 2005-08-05 | Paper |
| OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS | 2005-03-30 | Paper |
| Convexity of the optimal stopping boundary for the American put option | 2005-03-08 | Paper |
| Russian options with a finite time horizon | 2004-09-24 | Paper |
| Perpetual American put options in a level-dependent volatility model | 2004-05-18 | Paper |
