| Publication | Date of Publication | Type |
|---|
The interaction between equity-based compensation and debt in managerial risk choices
Review of Derivatives Research | 2025-12-16 | Paper |
Quantization in fibering polarizations, Mabuchi rays and geometric Peter-Weyl theorem
Journal of Geometry and Physics | 2024-12-20 | Paper |
Finite maturity caps and floors on continuous flows under the constant elasticity of variance process
European Journal of Operational Research | 2024-08-13 | Paper |
| The effect of a $\delta$ distribution potential on a quantum mechanical particle in a box | 2023-11-05 | Paper |
Laughlin states change under large geometry deformations and imaginary time Hamiltonian dynamics
Communications in Mathematical Physics | 2023-05-02 | Paper |
| Quantization in fibering polarizations, Mabuchi rays and geometric Peter--Weyl theorem | 2023-01-25 | Paper |
Neuroevolutionary Multiobjective Optimization of Injection Stretch Blow Molding Process in the Blowing Phase
Computational Methods in Applied Sciences | 2022-09-01 | Paper |
Simulation of Vacuum Assisted Resin Infusion (VARI) Process for the Production of Composite Material Parts
Computational Methods in Applied Sciences | 2022-09-01 | Paper |
Valuation of forward start options under affine jump-diffusion models
Quantitative Finance | 2021-07-16 | Paper |
Segal-Bargmann transforms from hyperbolic Hamiltonians
Journal of Mathematical Analysis and Applications | 2021-04-23 | Paper |
Pricing longevity derivatives via Fourier transforms
Insurance Mathematics & Economics | 2021-03-17 | Paper |
A note on options and bubbles under the CEV model: implications for pricing and hedging
Review of Derivatives Research | 2020-11-10 | Paper |
The early exercise boundary under the jump to default extended CEV model
Applied Mathematics and Optimization | 2020-07-17 | Paper |
Early exercise boundaries for American-style knock-out options
European Journal of Operational Research | 2020-05-27 | Paper |
Partial coherent state transforms, \(G\times T\)-invariant Kähler structures and geometric quantization of cotangent bundles of compact Lie groups
Advances in Mathematics | 2020-05-15 | Paper |
A new approximation method for geodesics on the space of Kähler metrics
Analysis and Mathematical Physics | 2020-01-15 | Paper |
| Holomorphic fractional Fourier transforms | 2019-05-10 | Paper |
Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model
Quantitative Finance | 2018-09-19 | Paper |
Clifford coherent state transforms on spheres
Journal of Geometry and Physics | 2018-04-11 | Paper |
Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable
European Journal of Operational Research | 2017-11-23 | Paper |
Coherent state transforms and the Weyl equation in Clifford analysis
Journal of Mathematical Physics | 2017-02-13 | Paper |
| Picard group and quantization of toric orbifolds | 2017-02-08 | Paper |
Extending coherent state transforms to Clifford analysis
Journal of Mathematical Physics | 2016-11-14 | Paper |
Complex symplectomorphisms and pseudo-Kähler islands in the quantization of toric manifolds
Mathematische Annalen | 2016-02-10 | Paper |
On Complexified Analytic Hamiltonian Flows and Geodesics on the Space of Kähler Metrics
IMRN. International Mathematics Research Notices | 2015-11-10 | Paper |
Quantization in singular real polarizations: Kähler regularization, Maslov correction and pairings
Journal of Physics A: Mathematical and Theoretical | 2015-06-22 | Paper |
Degenerating Kähler structures and geometric quantization
Reviews in Mathematical Physics | 2014-12-03 | Paper |
Coherent state transforms and the Mackey-Stone-von Neumann theorem
Journal of Mathematical Physics | 2014-11-06 | Paper |
Pricing swaptions under multifactor Gaussian HJM models
Mathematical Finance | 2014-11-05 | Paper |
Degeneration of Kähler structures and half-form quantization of toric varieties
The Journal of Symplectic Geometry | 2014-04-11 | Paper |
Degeneration of Kähler structures and half-form quantization of toric varieties
The Journal of Symplectic Geometry | 2014-04-11 | Paper |
Complex time evolution in geometric quantization and generalized coherent state transforms
Journal of Functional Analysis | 2014-02-27 | Paper |
Interest rate derivatives in a Duffie and Kan model with stochastic volatility: an Arrow-Debreu pricing approach
Review of Derivatives Research | 2013-10-30 | Paper |
Quantization of some moduli spaces of parabolic vector bundles on \({\mathbb C}{\mathbb P}^1\)
Annals of Global Analysis and Geometry | 2013-03-21 | Paper |
Toric Kähler metrics seen from infinity, quantization and compact tropical amoebas
Journal of Differential Geometry | 2012-06-28 | Paper |
Toric Kähler metrics seen from infinity, quantization and compact tropical amoebas
Journal of Differential Geometry | 2012-06-28 | Paper |
American options and callable bonds under stochastic interest rates and endogenous bankruptcy
Review of Derivatives Research | 2012-01-26 | Paper |
Quantization of abelian varieties: distributional sections and the transition from Kähler to real polarizations
Journal of Functional Analysis | 2010-05-17 | Paper |
| scientific article; zbMATH DE number 5071252 (Why is no real title available?) | 2006-11-08 | Paper |
| scientific article; zbMATH DE number 5049070 (Why is no real title available?) | 2006-08-24 | Paper |
On the BKS pairing for Kähler quantizations of the cotangent bundle of a Lie group
Journal of Functional Analysis | 2006-05-29 | Paper |
Geometric quantization, complex structures and the coherent state transform
Journal of Functional Analysis | 2005-06-01 | Paper |
MultiFactor Valuation of Floating Range Notes
Mathematical Finance | 2004-05-27 | Paper |
Coherent state transforms and vector bundles on elliptic curves.
Journal of Functional Analysis | 2004-02-03 | Paper |
Coherent state transforms and abelian varieties
Journal of Functional Analysis | 2002-11-28 | Paper |
Large \(N\) field theory of \(\mathcal N=2\) strings and self-dual gravity
Chaos, Solitons and Fractals | 2002-08-18 | Paper |
A NOTE ON THE PICARD–FUCHS EQUATIONS FOR N=2 SEIBERG–WITTEN THEORIES
International Journal of Modern Physics A | 1999-08-31 | Paper |
Field Strength Correlators for Two-Dimensional Yang–Mills Theories Over Riemann Surfaces
International Journal of Modern Physics A | 1998-10-18 | Paper |
Large \(N\) WZW field theory of \(N=2\) strings
Physics Letters B | 1998-01-13 | Paper |
On the Picard-Fuchs equations for massive \(N=2\) Seiberg-Witten theories
Nuclear Physics B | 1997-09-10 | Paper |
A new derivation of the Picard-Fuchs equations for effective \(N=2\) super Yang-Mills theories
Nuclear Physics B | 1997-04-16 | Paper |
\(BF\) theories and group-level duality
Nuclear Physics B | 1996-04-10 | Paper |
Fibering polarizations and Mabuchi rays on symmetric spaces of compact type
(available as arXiv preprint) | N/A | Paper |
