| Publication | Date of Publication | Type |
|---|
| PDE for the joint law of the pair of a continuous diffusion and its running maximum | 2024-02-20 | Paper |
| Infinite horizon impulse control problem with jumps and continuous switching costs | 2022-06-24 | Paper |
| Existence and regularity of law density of a pair (diffusion, first component running maximum) | 2019-09-05 | Paper |
| Joint distribution of a Lévy process and its running supremum | 2018-09-26 | Paper |
| Optimal contract with moral hazard for Public Private Partnerships | 2018-09-04 | Paper |
| Infinite horizon impulse control problem with continuous costs, numerical solutions | 2018-09-04 | Paper |
| Reducing the debt: is it optimal to outsource an investment? | 2016-09-30 | Paper |
| Switching tax structure and payouts in endogenous bankruptcy models | 2016-05-04 | Paper |
| Option Pricing under Stochastic Volatility, Jumps and Cost of Information | 2015-10-21 | Paper |
| A Modelization of Public–Private Partnerships with Failure Time | 2015-07-02 | Paper |
| Solution examples of an impulse control problem | 2015-06-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2888087 | 2012-05-30 | Paper |
| Modelling and detecting insider trading: an overview | 2012-05-21 | Paper |
| Estimation of the instantaneous volatility | 2012-04-04 | Paper |
| Optimal strategies in a risky debt context | 2009-09-16 | Paper |
| A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility | 2009-04-01 | Paper |
| ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS | 2008-09-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3504636 | 2008-06-11 | Paper |
| Pricing rules under asymmetric information | 2007-11-30 | Paper |
| Approximation of the fractional Brownian sheetVIAOrnstein-Uhlenbeck sheet | 2007-11-30 | Paper |
| Identification of an isometric transformation of the standard Brownian sheet | 2006-05-29 | Paper |
| Singularity functions for fractional processes: application to the fractional Brownian sheet | 2006-04-28 | Paper |
| FINANCIAL MARKET MODEL WITH INFLUENTIAL INFORMED INVESTORS | 2005-11-15 | Paper |
| Free lunch and arbitrage possibilities in a financial market model with an insider. | 2004-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4466693 | 2004-06-08 | Paper |
| Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field) | 2003-05-27 | Paper |
| Fractional Brownian sheet | 2002-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2725611 | 2002-03-04 | Paper |
| Forme de Dirichlet sur un espace de Poisson. (Dirichlet form on a Poisson space) | 2001-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4501613 | 2000-11-09 | Paper |
| Probabilités neutres au risque et asymétrie d'information | 2000-04-10 | Paper |
| Drap brownien fractionnaire | 2000-04-10 | Paper |
| Insider Trading in a Continuous Time Market Model | 1998-12-28 | Paper |
| Filtrage avec observation discontinuesur une variété. existence d'une densité régulière | 1997-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357501 | 1997-09-25 | Paper |
| Comment détecter le délit d'initiés? | 1997-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4882745 | 1996-10-29 | Paper |
| Anticipating differential equation on a manifold and approximations | 1995-11-06 | Paper |
| Nonlinear filtering with a symmetric space valued discontinuous observation | 1994-11-28 | Paper |
| Calcul anticipatif d'ordre deux | 1994-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142403 | 1994-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028971 | 1993-03-28 | Paper |
| On the Existence of an Arrow-Radner Equilibrium in the Case of Complete Markets. A Remark | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3361658 | 1991-01-01 | Paper |
| Optimal portfolio for a small investor in a market model with discontinuous prices | 1990-01-01 | Paper |
| Filtrage approche et calcul stochastique non causal | 1990-01-01 | Paper |
| Filtering with Observations on a Riemannian Symmetric Space | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3794947 | 1988-01-01 | Paper |
| Approximation d'tun filtre avec observation sur une variete compacte | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3761410 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3783182 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3723391 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746590 | 1986-01-01 | Paper |
| Filtrage non lineaire avec observation sur une variete | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3675367 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3323824 | 1984-01-01 | Paper |
| Linear stochastic control with constraints | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3038311 | 1983-01-01 | Paper |
| Arret optimal avec contrainte | 1983-01-01 | Paper |
