| Publication | Date of Publication | Type |
|---|
| Small ball probabilities and large deviations for grey Brownian motion | 2024-01-17 | Paper |
| A characterization of real matrix semigroups | 2023-05-24 | Paper |
| The Fan-Taussky-Todd inequalities and the Lumer-Phillips theorem | 2023-05-23 | Paper |
| A converse to the neo-classical inequality with an application to the Mittag-Leffler function | 2023-03-09 | Paper |
| Fractional characteristic functions, and a fractional calculus approach for moments of random variables | 2022-12-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5052120 | 2022-11-21 | Paper |
| Generalized Mathieu Series | 2022-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5094100 | 2022-08-02 | Paper |
| A converse to the neo-classical inequality with an application to the Mittag-Leffler function | 2021-11-04 | Paper |
| Large deviations for fractional volatility models with non-Gaussian volatility driver | 2021-11-03 | Paper |
| Pathwise large deviations for the rough Bergomi model: Corrigendum | 2021-09-24 | Paper |
| Geometric properties of some generalized Mathieu power series inside the unit disk | 2021-09-08 | Paper |
| Difference Equation Theory Meets Mathematical Finance | 2021-01-12 | Paper |
| Asymptotics of some generalized Mathieu series | 2020-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5132513 | 2020-11-12 | Paper |
| A note on large deviations in life insurance | 2020-09-03 | Paper |
| Self-similar Gaussian Markov processes | 2020-08-07 | Paper |
| Large deviations related to the law of the iterated logarithm for Itô diffusions | 2020-05-26 | Paper |
| Consistency of option prices under bid–ask spreads | 2020-05-14 | Paper |
| The running maximum of the Cox-Ingersoll-Ross process with some properties of the Kummer function | 2020-04-22 | Paper |
| Moment explosions in the rough Heston model | 2020-01-31 | Paper |
| Asymptotic expansion of Mathieu power series and trigonometric Mathieu series | 2019-08-21 | Paper |
| Peacocks nearby: approximating sequences of measures | 2019-06-28 | Paper |
| Extrapolation Analytics for Dupire’s Local Volatility | 2018-12-11 | Paper |
| Dynamic trading under integer constraints | 2018-10-08 | Paper |
| Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models | 2018-09-19 | Paper |
| Option pricing in the moderate deviations regime | 2018-08-16 | Paper |
| Disproof of a conjecture by Rademacher on partial fractions | 2016-06-21 | Paper |
| Small time central limit theorems for semimartingales with applications | 2016-04-27 | Paper |
| Small-maturity digital options in Lévy models: an analytic approach | 2015-09-03 | Paper |
| A procedure for proving special function inequalities involving a discrete parameter | 2015-07-16 | Paper |
| How to make Dupire’s local volatility work with jumps | 2015-04-16 | Paper |
| Refined wing asymptotics for the Merton and Kou jump diffusion models | 2015-04-08 | Paper |
| Computer-Assisted Proofs of Some Identities for Bessel Functions of Fractional Order | 2015-04-01 | Paper |
| Transaction costs, trading volume, and the liquidity premium | 2014-11-14 | Paper |
| Book review of: Bernd Luderer, Mathe, Märkte und Millionen. Plaudereien über Finanzmathematik zum Mitdenken und Mitrechnen | 2014-09-26 | Paper |
| Asymptotic Analysis of Some Discrete Distributions by the Saddle Point Method | 2014-07-31 | Paper |
| Can there be an explicit formula for implied volatility? | 2014-05-12 | Paper |
| DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS | 2014-04-25 | Paper |
| On refined volatility smile expansion in the Heston model | 2013-06-27 | Paper |
| The dual optimizer for the growth-optimal portfolio under transaction costs | 2013-04-02 | Paper |
| Asymptotics and duality for the Davis and Norman problem | 2012-12-13 | Paper |
| Asymptotics for a variant of the Mittag–Leffler function | 2012-06-25 | Paper |
| Counting Finite Languages by Total Word Length | 2012-01-04 | Paper |
| The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options | 2011-10-25 | Paper |
| Computing the complexity for Schelling segregation models | 2011-09-24 | Paper |
| Convergence properties of Kemp's \(q\)-binomial distribution | 2011-06-08 | Paper |
| The longstaff-Schwartz algorithm for Lévy models: results on fast and slow convergence | 2011-05-11 | Paper |
| Don't stay local - extrapolation analytics for Dupire's local volatility | 2011-05-06 | Paper |
| A generalization of Panjer's recursion and numerically stable risk aggregation | 2011-04-06 | Paper |
| Moment explosion in the LIBOR market model | 2011-03-31 | Paper |
| The Dynamic Dictionary of Mathematical Functions (DDMF) | 2010-09-14 | Paper |
| Asymptotic estimates for some number-theoretic power series | 2010-04-09 | Paper |
| Lindelöf representations and (non-)holonomic sequences | 2010-03-26 | Paper |
| The Shape of the Value Sets of Linear Recurrence Sequences | 2009-07-13 | Paper |
| Finding efficient recursions for risk aggregation by computer algebra | 2008-11-20 | Paper |
| Non-holonomicity of sequences defined via elementary functions | 2008-08-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5433687 | 2008-01-09 | Paper |
| On Turán's inequality for Legendre polynomials | 2007-07-19 | Paper |
| On the positivity set of a linear recurrence sequence | 2007-04-23 | Paper |
| The Riff-Shuffle Distribution is Unimodal | 2007-02-22 | Paper |
| On the non-holonomic character of logarithms, powers, and the \(n\)th prime function | 2005-10-31 | Paper |
| Point lattices and oscillating recurrence sequences† | 2005-08-25 | Paper |
| On some non-holonomic sequences | 2005-04-25 | Paper |
