List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal execution with price impact under cumulative prospect theory Physica A | 2022-06-27 | Paper |
| Complex dynamics of credit risk contagion with time-delay and correlated noises Abstract and Applied Analysis | 2019-02-14 | Paper |
| Optimal processing rate and buffer size of a jump-diffusion processing system Annals of Operations Research | 2015-01-22 | Paper |
| On the conditional default probability in a regulated market with jump risk Quantitative Finance | 2014-03-04 | Paper |
| Bayesian analysis of multi-group nonlinear structural equation models with application to behavioral finance Quantitative Finance | 2014-01-17 | Paper |
| Optimal investment and consumption with default risk: HARA utility Asia-Pacific Financial Markets | 2013-09-20 | Paper |
| Three dimensional nilpotent singularity and Sil'nikov bifurcation Chaos, Solitons and Fractals | 2008-04-17 | Paper |
Research outcomes over time
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