| Publication | Date of Publication | Type |
|---|
| Cashflow-driven investment beyond expectations | 2025-01-03 | Paper |
| Convex stochastic optimization. Dynamic programming and duality in discrete time | 2024-10-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6178244 | 2023-09-01 | Paper |
| Dual spaces of cadlag processes | 2023-02-23 | Paper |
| Efficient Allocations in Double Auction Markets | 2022-06-27 | Paper |
| Dual solutions in convex stochastic optimization | 2022-05-31 | Paper |
| Duality in convex stochastic optimization | 2022-05-04 | Paper |
| A STOCHASTIC OIL PRICE MODEL FOR OPTIMAL HEDGING AND RISK MANAGEMENT | 2022-03-29 | Paper |
| Topological duals of locally convex function spaces | 2022-03-15 | Paper |
| Stochastic modeling of assets and liabilities with mortality risk | 2021-12-08 | Paper |
| Topological duals of Banach function spaces | 2020-08-20 | Paper |
| Convex duality in nonlinear optimal transport | 2019-06-17 | Paper |
| Optimal stopping without Snell envelopes | 2018-12-10 | Paper |
| PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY | 2018-10-10 | Paper |
| Convex duality in optimal investment and contingent claim valuation in illiquid markets | 2018-10-08 | Paper |
| Stochastic modelling of mortality and financial markets | 2018-07-11 | Paper |
| Duality and optimality conditions in stochastic optimization and mathematical finance | 2018-05-23 | Paper |
| Convex integral functionals of regular processes | 2018-04-27 | Paper |
| Shadow price of information in discrete time stochastic optimization | 2018-04-06 | Paper |
| Convex integral functionals of processes of bounded variation | 2018-03-27 | Paper |
| Dual spaces of cadlag processes | 2018-03-02 | Paper |
| Existence of solutions in non-convex dynamic programming and optimal investment | 2017-03-07 | Paper |
| Erratum: ``Convex duality in stochastic optimization and mathematical finance | 2016-05-19 | Paper |
| Optimal investment and contingent claim valuation in illiquid markets | 2015-02-06 | Paper |
| Convex duality in optimal investment under illiquidity | 2014-12-18 | Paper |
| Arbitrage and deflators in illiquid markets | 2014-12-17 | Paper |
| Duality in Convex Problems of Bolza over Functions of Bounded Variation | 2014-09-26 | Paper |
| Reduced form modeling of limit order markets | 2014-01-24 | Paper |
| Dual representation of superhedging costs in illiquid markets | 2013-02-26 | Paper |
| Stochastic programs without duality gaps | 2012-12-19 | Paper |
| Convex duality in stochastic optimization and mathematical finance | 2012-05-24 | Paper |
| SUPERHEDGING IN ILLIQUID MARKETS | 2011-06-16 | Paper |
| Financial Optimization | 2011-04-07 | Paper |
| Galerkin methods in dynamic stochastic programming | 2010-07-26 | Paper |
| Hedging of Claims with Physical Delivery under Convex Transaction Costs | 2010-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3604334 | 2009-02-24 | Paper |
| Epi-convergent discretizations of multistage stochastic programs via integration quadratures | 2008-12-16 | Paper |
| A stochastic programming model for asset liability management of a Finnish pension company | 2008-03-31 | Paper |
| Epi-convergent discretization of the generalized Bolza problem in dynamic optimization | 2008-01-25 | Paper |
| Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach | 2007-12-16 | Paper |
| A splitting method for stochastic programs | 2006-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5482382 | 2006-08-28 | Paper |
| Epi-Convergent Discretizations of Multistage Stochastic Programs | 2005-11-11 | Paper |
| Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity | 2005-11-11 | Paper |
| CALIBRATED OPTION BOUNDS | 2005-05-06 | Paper |
| Epi-convergent discretizations of stochastic programs via integration quadratures | 2005-04-14 | Paper |
| Proximal Methods for Cohypomonotone Operators | 2005-02-28 | Paper |
| Inexact Variants of the Proximal Point Algorithm without Monotonicity | 2004-01-19 | Paper |
| Graph-distance convergence and uniform local boundedness of monotone mappings | 2003-09-10 | Paper |
| Solving monotone inclusions with linear multi-step methods. | 2003-08-20 | Paper |
| Variational composition of a monotone operator and a linear mapping with applications to elliptic PDEs with singular coefficients | 2003-04-28 | Paper |
| Generalized Mann iterates for constructing fixed points in Hilbert spaces | 2003-02-11 | Paper |
| Graphical convergence of sums of monotone mappings | 2002-05-06 | Paper |
| On the range of monotone composite mappings | 2002-01-14 | Paper |
| A SPLITTING METHOD FOR COMPOSITE MAPPINGS | 2002-01-01 | Paper |
| Dualization of Generalized Equations of Maximal Monotone Type | 2000-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4936260 | 2000-01-27 | Paper |
