| Publication | Date of Publication | Type |
|---|
| Ruin probabilities for a Sparre Andersen model with investments | 2022-01-17 | Paper |
| Fourier based methods for the management of complex life insurance products | 2021-11-19 | Paper |
| A multiple curve Lévy swap market model | 2021-06-21 | Paper |
| Variable annuities in a Lévy-based hybrid model with surrender risk | 2021-06-02 | Paper |
| Multiple curve Lévy forward price model allowing for negative interest rates | 2020-05-14 | Paper |
| Portfolio theory for squared returns correlated across time | 2020-02-17 | Paper |
| Mathematical finance | 2019-09-11 | Paper |
| Hybrid Lévy models: design and computational aspects | 2019-05-15 | Paper |
| Time consistency of Lévy models | 2019-01-14 | Paper |
| Maximally acceptable portfolios | 2018-12-13 | Paper |
| A multiple-curve Lévy forward rate model in a two-price economy | 2018-11-14 | Paper |
| Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model | 2018-10-22 | Paper |
| Variational solutions of the pricing PIDEs for European options in Lévy models | 2018-09-12 | Paper |
| Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes | 2018-09-06 | Paper |
| A Simple Stochastic Rate Model for Rate Equity Hybrid Products | 2018-09-05 | Paper |
| A Lévy-driven asset price model with bankruptcy and liquidity risk | 2018-03-29 | Paper |
| Obituary: Konrad Jacobs (1928--2015) | 2017-10-11 | Paper |
| Two price economies in continuous time | 2014-11-13 | Paper |
| Bid and ask prices as non-linear continuous time G-expectations based on distortions | 2014-11-06 | Paper |
| Basic ideas of modern financial mathematics | 2014-06-03 | Paper |
| Discrete tenor models for credit risky portfolios driven by time-inhomogeneous Lévy processes | 2014-01-23 | Paper |
| Unbounded liabilities, capital reserve requirements and the taxpayer put option | 2014-01-17 | Paper |
| Correlations in Lévy interest rate models | 2013-12-13 | Paper |
| Rating based Lévy Libor model | 2013-10-11 | Paper |
| Analyticity of the Wiener-Hopf factors and valuation of exotic options in Lévy models | 2011-08-08 | Paper |
| Analysis of Fourier transform valuation formulas and applications | 2010-09-21 | Paper |
| Esscher transform and the duality principle for multidimensional semimartingales | 2010-07-13 | Paper |
| Short positions, rally fears and option markets | 2010-05-27 | Paper |
| Erratum | 2010-02-05 | Paper |
| Jump–Type Lévy Processes | 2009-11-27 | Paper |
| Sato processes and the valuation of structured products | 2009-10-12 | Paper |
| HEDGE FUND PERFORMANCE: SOURCES AND MEASURES | 2009-07-14 | Paper |
| Calibration of Lévy term structure models | 2009-01-28 | Paper |
| Mathematics in financial risk management | 2008-10-17 | Paper |
| On the duality principle in option pricing: semimartingale setting | 2008-06-18 | Paper |
| The Lévy Swap Market Model | 2007-07-16 | Paper |
| A cross-currency Lévy market model | 2007-05-09 | Paper |
| VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM‐STRUCTURE MODELS | 2006-09-25 | Paper |
| SYMMETRIES IN LÉVY TERM STRUCTURE MODELS | 2006-09-12 | Paper |
| The Lévy LIBOR model | 2006-05-24 | Paper |
| Equivalence of floating and fixed strike Asian and lookback options | 2005-08-05 | Paper |
| Lévy term structure models: no-arbitrage and completeness | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154980 | 2005-01-14 | Paper |
| The Defaultable Lévy Term Structure: Ratings and Restructuring | 2003-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2782356 | 2002-04-03 | Paper |
| Term structure models driven by general Lévy processes | 2001-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2738734 | 2001-09-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518945 | 2001-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407996 | 2001-01-01 | Paper |
| On the range of options prices | 1998-06-04 | Paper |
| On Modeling Questions In Security Valuation | 1997-08-31 | Paper |
| Strong approximation of semimartingales and statistical processes | 1996-05-13 | Paper |
| Hyperbolic distributions in finance | 1996-05-06 | Paper |
| Strong approximation of continuous time stochastic processes | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4733181 | 1987-01-01 | Paper |
| On strong invariance principles under dependence assumptions | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3744976 | 1986-01-01 | Paper |
| Weak convergence of partial sums of absolutely regular sequences | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3696203 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3662357 | 1983-01-01 | Paper |
| Strong approximation of very weak Bernoulli processes | 1983-01-01 | Paper |
| An invariance principle for lattices of dependent random variables | 1979-01-01 | Paper |
| A note on strongly mixing lattices of random variables | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4107223 | 1977-01-01 | Paper |
| Random sheets | 1977-01-01 | Paper |
| Ergodic flows are strictly ergodic | 1974-01-01 | Paper |
| A generator theorem for flows | 1974-01-01 | Paper |
| Einbettung von Str�mungen in Funktionenr�ume durch Erzeuger vom endlichen Typ | 1973-01-01 | Paper |
| Toeplitz-Folgen und Gruppentranslationen | 1971-01-01 | Paper |
