| Publication | Date of Publication | Type |
|---|
| On the binomial approximation of the American put | 2020-09-09 | Paper |
| Variational Formulation of American Option Prices in the Heston Model | 2019-07-26 | Paper |
| Properties of the American price function in the Heston-type models | 2019-04-02 | Paper |
| The critical price of the American put near maturity in the jump diffusion model | 2016-05-20 | Paper |
| EUROPEAN OPTIONS SENSITIVITY WITH RESPECT TO THE CORRELATION FOR MULTIDIMENSIONAL HESTON MODELS | 2014-06-13 | Paper |
| On the optimal stopping of a one-dimensional diffusion | 2014-01-17 | Paper |
| Exercise boundary of the American put near maturity in an exponential Lévy model | 2013-04-02 | Paper |
| The Smooth-Fit Property in an Exponential Lévy Model | 2012-04-20 | Paper |
| Continuity Correction for Barrier Options in Jump-Diffusion Models | 2012-04-19 | Paper |
| Connecting discrete and continuous lookback or hindsight options in exponential Lévy models | 2012-01-17 | Paper |
| A penalized bandit algorithm | 2009-11-20 | Paper |
| Optimal stopping with irregular reward functions | 2009-10-13 | Paper |
| The critical price for the American put in an exponential Lévy model | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3527684 | 2008-09-29 | Paper |
| How Fast Is the Bandit? | 2008-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5754578 | 2007-08-23 | Paper |
| A duality approach for the weak approximation of stochastic differential equations | 2007-02-05 | Paper |
| When can the two-armed bandit algorithm be trusted? | 2004-09-15 | Paper |
| RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT | 2004-06-09 | Paper |
| An analysis of a least squares regression method for American option pricing | 2004-03-16 | Paper |
| Critical price near maturity for an American option on a dividend-paying stock. | 2003-11-17 | Paper |
| Recursive computation of the invariant distribution of a diffusion | 2003-03-13 | Paper |
| Brownian optimal stopping and random walks | 2002-06-27 | Paper |
| Optimal stopping and embedding | 2002-03-14 | Paper |
| Local risk-minimization under transaction costs | 2001-11-26 | Paper |
| Error estimates for the binomial approximation of American put options | 2000-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4229805 | 1999-02-28 | Paper |
| Hedging Index Options With Few Assets1 | 1998-04-05 | Paper |
| Convergence of the Critical Price In the Approximation of American Options | 1998-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865494 | 1996-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848526 | 1996-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4002884 | 1992-09-18 | Paper |
| Quelques Remarques Sur La Regularite Lp Du Semi–Groupe De Stokes | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4711792 | 1992-06-25 | Paper |
| Residual risks and hedging strategies in Markovian markets | 1992-06-25 | Paper |
| Variational inequalities and the pricing of American options | 1990-01-01 | Paper |
| Sur l'approximation des réduites. (On the approximation of residues) | 1990-01-01 | Paper |
| Equations d'évolution linéaires associées à des semi-groupes de contractions dans les espaces \(L^ p\). (Evolution equations associated to contraction semigroups in \(L^ p\) spaces) | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3790764 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3821110 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3782288 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3684677 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3681345 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3317541 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3699465 | 1983-01-01 | Paper |
