| Publication | Date of Publication | Type |
|---|
| A martingale representation theorem and valuation of defaultable securities | 2021-03-23 | Paper |
| An RBF-FD method for pricing American options under jump-diffusion models | 2020-10-01 | Paper |
| Utility maximisation and time-change | 2019-12-06 | Paper |
| Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting | 2019-05-15 | Paper |
| Pricing of commodity derivatives on processes with memory | 2017-11-01 | Paper |
| Uncertainty Quantification of Derivative Instruments | 2017-10-24 | Paper |
| Model risk and discretisation of locally risk-minimising strategies | 2016-12-28 | Paper |
| Quantification of Model Risk in Quadratic Hedging in Finance | 2016-04-22 | Paper |
| Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps | 2015-12-23 | Paper |
| Analytical approximation for distorted expectations | 2015-12-23 | Paper |
| Robustness of quadratic hedging strategies in finance via Fourier transforms | 2015-12-21 | Paper |
| Discretisation of FBSDEs driven by càdlàg martingales | 2015-11-18 | Paper |
| On an optimization problem related to static super-replicating strategies | 2014-11-27 | Paper |
| Convex order approximations in the case of cash flows of mixed signs | 2014-04-14 | Paper |
| An Overview of Comonotonicity and Its Applications in Finance and Insurance | 2011-08-08 | Paper |
| The Föllmer-Schweizer decomposition: comparison and description | 2010-07-08 | Paper |
| Moment matching approximation of Asian basket option prices | 2010-05-17 | Paper |
| Pricing and hedging Asian basket spread options | 2010-03-04 | Paper |
| Explicit portfolio for unit-linked life insurance contracts with surrender option | 2009-10-09 | Paper |
| Bounds for Asian basket options | 2008-07-11 | Paper |
| Static super-replicating strategies for a class of exotic options | 2008-06-25 | Paper |
| A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market | 2008-06-25 | Paper |
| Risk management of a bond portfolio using options | 2007-12-14 | Paper |
| Managing value-at-risk for a bond using bond put options | 2007-08-17 | Paper |
| Bounds for the price of discrete arithmetic Asian options | 2005-10-26 | Paper |
| Bounds for the price of a European-style Asian option in a binary tree model | 2005-10-17 | Paper |
| Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables | 2005-01-13 | Paper |
| Pricing of arithmetic basket options by conditioning. | 2004-05-27 | Paper |
| Mathematical modelling and analysis for low frequency design of transformers, in cables, transmission lines | 2002-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2729545 | 2001-11-19 | Paper |
| Multilevel Solution of Cell Vertex Cauchy--Riemann Equations | 1998-04-02 | Paper |
| Analysis of the Cell Vertex Finite Volume Method for the Cauchy--Riemann Equations | 1998-02-10 | Paper |
| On a variational approximation method for a class of elliptic eigenvalue problems in composite structures | 1997-02-20 | Paper |
| Applicability of the Bramble-Hilbert lemma in interpolation problems of narrow quadrilateral isoparametric finite elements | 1996-07-15 | Paper |
| The interpolation theorem for narrow quadrilateral isoparametric finite elements | 1996-06-16 | Paper |
| The combined effect of numerical integration and approximation of the boundary in the finite element method for eigenvalue problems | 1996-05-06 | Paper |
| An operator method for a numerical quadrature finite element approximation for a class of second-order elliptic eigenvalue problems in composite structures | 1996-05-06 | Paper |
| On an external finite element method for a second-order eigenvalue problem on a concave 2D-domain with Dirichlet boundary conditions | 1996-04-29 | Paper |
| External finite-element approximations of eigenfunctions in the case of multiple eigenvalues | 1994-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4300693 | 1994-08-17 | Paper |
| External finite element approximations of eigenvalue problems | 1994-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4011873 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972461 | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3350723 | 1991-01-01 | Paper |
