| Publication | Date of Publication | Type |
|---|
| Optimal stopping: Bermudan strategies meet non-linear evaluations | 2024-08-30 | Paper |
| Optimal stopping: Bermudan strategies meet non-linear evaluations | 2023-01-26 | Paper |
| American options in a non-linear incomplete market model with default | 2021-11-03 | Paper |
| European Options in a Nonlinear Incomplete Market Model with Default | 2020-11-07 | Paper |
| On the strict value of the non-linear optimal stopping problem | 2020-09-29 | Paper |
| Optimal stopping with \(f\)-expectations: the irregular case | 2020-02-24 | Paper |
| BSDEs with default jump | 2019-03-22 | Paper |
| Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case | 2019-02-14 | Paper |
| American options in an imperfect complete market with default | 2019-01-29 | Paper |
| Game Options in an Imperfect Market with Default | 2018-03-12 | Paper |
| Reflected BSDEs when the obstacle is not right-continuous and optimal stopping | 2018-01-04 | Paper |
| PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION | 2017-09-19 | Paper |
| Mixed generalized Dynkin game and stochastic control in a Markovian framework | 2017-04-11 | Paper |
| Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs | 2017-04-11 | Paper |
| Generalized Dynkin games and doubly reflected BSDEs with jumps | 2016-12-20 | Paper |
| BSDEs with default jump | 2016-12-16 | Paper |
| A weak dynamic programming principle for combined optimal stopping/stochastic control with \({\mathcal E}^{f}\)-expectations | 2016-09-06 | Paper |
| Optimal stopping for dynamic risk measures with jumps and obstacle problems | 2015-10-28 | Paper |
| Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps | 2014-09-02 | Paper |
| Dynkin games in a general framework | 2014-08-14 | Paper |
| Dynkin games in a general framework | 2014-08-14 | Paper |
| BSDEs with jumps, optimization and applications to dynamic risk measures | 2014-04-28 | Paper |
| Optimal stopping time problem in a general framework | 2012-10-23 | Paper |
| Exponential utility maximization in an incomplete market with defaults | 2012-06-22 | Paper |
| Optimal multiple stopping time problem | 2011-10-12 | Paper |
| Optimal double stopping time problem | 2010-02-12 | Paper |
| Optimal double stopping time | 2009-09-18 | Paper |
| INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES | 2008-09-03 | Paper |
| A Generalized Stochastic Differential Utility | 2005-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154984 | 2005-01-14 | Paper |
| A dynamic maximum principle for the optimization of recursive utilities under constraints. | 2003-05-06 | Paper |
| Optimal portfolio in partially observed stochastic volatility models. | 2003-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356589 | 1998-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356588 | 1998-11-01 | Paper |
| Reflected solutions of backward SDE's, and related obstacle problems for PDE's | 1998-10-28 | Paper |
| Backward Stochastic Differential Equations in Finance | 1998-04-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357646 | 1997-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357503 | 1997-09-25 | Paper |
| Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market | 1995-05-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3985737 | 1992-06-27 | Paper |
