| Publication | Date of Publication | Type |
|---|
| Cautious stochastic choice, optimal stopping and deliberate randomization | 2023-07-03 | Paper |
| THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK | 2021-08-24 | Paper |
| Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point | 2021-01-15 | Paper |
| Partial liquidation under reference-dependent preferences | 2020-03-25 | Paper |
| Probability weighting, stop-loss and the disposition effect | 2018-11-19 | Paper |
| Optimal stopping and the sufficiency of randomized threshold strategies | 2018-05-11 | Paper |
| Randomized strategies and prospect theory in a dynamic context | 2017-02-10 | Paper |
| A multidimensional exponential utility indifference pricing model with applications to counterparty risk | 2016-03-29 | Paper |
| On managerial risk-taking incentives when compensation may be hedged against | 2014-11-26 | Paper |
| Pseudo linear pricing rule for utility indifference valuation | 2014-09-26 | Paper |
| Portfolios of American options under general preferences: results and counterexamples | 2014-08-11 | Paper |
| Risk Aversion, Indivisible Timing Options, and Gambling | 2013-07-02 | Paper |
| OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS | 2011-06-16 | Paper |
| OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE | 2011-06-09 | Paper |
| Is corporate control effective when managers face investment timing decisions in incomplete markets? | 2010-06-11 | Paper |
| Risk aversion and block exercise of executive stock options | 2009-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3613975 | 2009-03-16 | Paper |
| Perpetual American options in incomplete markets: the infinitely divisible case | 2009-02-23 | Paper |
| An explicit solution for an optimal stopping/optimal control problem which models an asset sale | 2008-11-27 | Paper |
| Explicit solutions to an optimal portfolio choice problem with stochastic income | 2008-11-25 | Paper |
| Valuing the option to invest in an incomplete market | 2008-05-27 | Paper |
| Bounds for in-progress floating-strike Asian options using symmetry | 2008-03-31 | Paper |
| Horizon-unbiased utility functions | 2007-12-17 | Paper |
| Is there an informationally passive benchmark for option pricing incorporating maturity? | 2007-05-18 | Paper |
| A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS | 2006-09-12 | Paper |
| A comparison of option prices under different pricing measures in a stochastic volatility model with correlation | 2006-05-02 | Paper |
| The impact of the market portfolio on the valuation, incentives and optimality of executive stock options | 2005-10-17 | Paper |
| ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS | 2005-08-17 | Paper |
| A NEW CLASS OF COMMODITY HEDGING STRATEGIES: A PASSPORT OPTIONS APPROACH | 2005-06-22 | Paper |
| Coupling and option price comparisons in a jump-diffusion model | 2003-10-12 | Paper |
| VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION | 2003-08-13 | Paper |
| On the equivalence of floating- and fixed-strike Asian options | 2003-02-06 | Paper |
| Real options with constant relative risk aversion | 2003-01-21 | Paper |
| Passport options with stochastic volatility | 2002-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2741108 | 2002-03-12 | Paper |
| Price comparison results and super-replication: An application to passport options | 2001-07-11 | Paper |
| Local time, coupling and the passport option | 2000-05-24 | Paper |
