| Publication | Date of Publication | Type |
|---|
| Optimal periodic dividends with penalty payments under a diffusion model | 2024-11-20 | Paper |
| Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate | 2024-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6099669 | 2023-06-20 | Paper |
| Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model | 2022-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3381119 | 2021-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4996411 | 2021-07-01 | Paper |
| Pricing catastrophe equity put options in a mixed fractional Brownian motion environment | 2021-05-14 | Paper |
| Option pricing under two-factor stochastic volatility jump-diffusion model | 2020-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3306305 | 2020-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5195938 | 2019-10-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5194563 | 2019-09-20 | Paper |
| Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate | 2019-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4624306 | 2019-02-22 | Paper |
| Valuation on an outside-reset option with multiple resettable levels and dates | 2019-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4688121 | 2018-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3175728 | 2018-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3175897 | 2018-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5367744 | 2017-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5276819 | 2017-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5276821 | 2017-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3180402 | 2017-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2994457 | 2016-08-10 | Paper |
| A structural credit risk model with stochastic volatility and jumps | 2016-06-30 | Paper |
| Pricing American put option on zero-coupon bond in a jump-extended CIR model | 2016-01-26 | Paper |
| American continuous-installment options of barrier type | 2015-11-10 | Paper |
| Pricing American continuous-installment options under stochastic volatility model | 2014-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109471 | 2012-01-27 | Paper |
| A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework | 2011-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3073111 | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404704 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404965 | 2010-02-12 | Paper |
| Valuation for an American continuous-installment put option on bond under Vasicek interest rate model | 2009-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641437 | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641348 | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5318940 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5322642 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5318514 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5322636 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3501842 | 2008-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5456323 | 2008-04-04 | Paper |
| Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison | 2008-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5432845 | 2007-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3412167 | 2006-12-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5475139 | 2006-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159512 | 2005-02-16 | Paper |
