| Publication | Date of Publication | Type |
|---|
Time-inconsistent control theory with finance applications
Springer Finance | 2021-08-24 | Paper |
| Point Processes and Jump Diffusions | 2021-04-28 | Paper |
| Arbitrage Theory in Continuous Time | 2020-02-18 | Paper |
On time-inconsistent stochastic control in continuous time
Finance and Stochastics | 2017-04-13 | Paper |
| The Pedestrian's Guide to Local Time | 2015-12-30 | Paper |
A theory of Markovian time-inconsistent stochastic control in discrete time
Finance and Stochastics | 2014-09-26 | Paper |
Monte Carlo Euler approximations of HJM term structure financial models
BIT | 2013-06-26 | Paper |
Interest rate theory and geometry
Portugaliae Mathematica. Nova Série | 2010-11-12 | Paper |
Optimal investment under partial information
Mathematical Methods of Operations Research | 2010-04-23 | Paper |
An Overview of Interest Rate Theory
Handbook of Financial Time Series | 2009-11-27 | Paper |
ON THE TIMING OPTION IN A FUTURES CONTRACT
Mathematical Finance | 2007-10-29 | Paper |
Term Structure Models with Parallel and Proportional Shifts
Applied Mathematical Finance | 2007-10-11 | Paper |
| scientific article; zbMATH DE number 5117220 (Why is no real title available?) | 2007-01-19 | Paper |
Towards a General Theory of Good-Deal Bounds*
Review of Finance | 2006-09-28 | Paper |
ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES
International Journal of Theoretical and Applied Finance | 2006-08-14 | Paper |
A note on Wick products and the fractional Black-Scholes model
Finance and Stochastics | 2006-05-24 | Paper |
| Arbitrage Theory in Continuous Time | 2005-12-01 | Paper |
| scientific article; zbMATH DE number 2130503 (Why is no real title available?) | 2005-01-20 | Paper |
| scientific article; zbMATH DE number 2046097 (Why is no real title available?) | 2004-02-23 | Paper |
On the construction of finite dimensional realizations for nonlinear forward rate models
Finance and Stochastics | 2003-10-22 | Paper |
Diversified Portfolios in Continuous Time *
Review of Finance | 2003-03-12 | Paper |
| scientific article; zbMATH DE number 1724292 (Why is no real title available?) | 2002-04-03 | Paper |
| A geometric view of interest rate theory | 2002-02-14 | Paper |
| Interest rate dynamics and consistent forward rate curves. | 2002-01-06 | Paper |
Interest rate dynamics and consistent forward rate curves
Mathematical Finance | 2001-11-26 | Paper |
On the existence of finite-dimensional realizations for nonlinear forward rate models.
Mathematical Finance | 2001-11-26 | Paper |
Minimal realizations in interest rate models
Finance and Stochastics | 2000-05-24 | Paper |
Some system theoretic aspects of interest rate theory
Insurance Mathematics & Economics | 1999-04-11 | Paper |
| scientific article; zbMATH DE number 1066451 (Why is no real title available?) | 1999-01-19 | Paper |
Parameter estimation and reverse martingales
Stochastic Processes and their Applications | 1998-11-23 | Paper |
Towards a general theory of bond markets
Finance and Stochastics | 1998-06-04 | Paper |
| scientific article; zbMATH DE number 1086780 (Why is no real title available?) | 1998-02-24 | Paper |
Bond Market Structure in the Presence of Marked Point Processes
Mathematical Finance | 1998-01-21 | Paper |
| scientific article; zbMATH DE number 572278 (Why is no real title available?) | 1995-06-29 | Paper |
Adaptive prediction and reverse martingales
Stochastic Processes and their Applications | 1993-01-17 | Paper |
Exponential inequalities for ruin probabilities in the Cox case
Scandinavian Actuarial Journal | 1988-01-01 | Paper |
An insensitivity property of the ruin probability
Scandinavian Actuarial Journal | 1985-01-01 | Paper |
Finite optimal filters for a class of nonlinear diffusions with jumping parameters
Stochastics | 1982-01-01 | Paper |
Finite dimensional optimal filters for a class of ltô- processes with jumping parameters
Stochastics | 1980-01-01 | Paper |
