| Publication | Date of Publication | Type |
|---|
| On distributions of exponential functionals of the processes with independent increments | 2021-01-14 | Paper |
| Revisiting integral functionals of geometric Brownian motion | 2020-09-01 | Paper |
| On moments of integral exponential functionals of additive processes | 2019-02-20 | Paper |
| An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models | 2018-12-13 | Paper |
| On Exponential Functionals of Processes with Independent Increments | 2018-10-25 | Paper |
| Utility maximization for L{\'e}vy switching models | 2018-07-24 | Paper |
| Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes | 2017-03-09 | Paper |
| Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities | 2015-08-20 | Paper |
| f-Divergence Minimal Equivalent Martingale Measures and Optimal Portfolios for Exponential Lévy Models with a Change-point | 2014-02-19 | Paper |
| Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures | 2013-07-08 | Paper |
| Utility maximisation and utility indifference price for exponential semi-martingale models with random factor | 2013-03-05 | Paper |
| On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations | 2012-08-24 | Paper |
| On Continuity Properties for Option Prices in Exponential Lévy Models | 2011-08-16 | Paper |
| On regularity properties of Bessel flow | 2009-11-23 | Paper |
| Reflection principle and Ocone martingales | 2009-10-13 | Paper |
| The Moments of Wishart Processes via Itô Calculus | 2008-01-30 | Paper |
| Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach | 2006-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802420 | 2003-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4501626 | 2001-07-25 | Paper |
| Uniform convergence of semimartingales and minimum distance estimators | 1998-08-02 | Paper |
| On non-consistency of estimators | 1996-09-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4858555 | 1995-12-14 | Paper |
| Rate of convergence in the functional limit theorem for likelihood ratio processes | 1995-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3981163 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3819833 | 1989-01-01 | Paper |
| On the weak convergence of likelihood ratio processes of general statistical parametric models | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3771456 | 1987-01-01 | Paper |
| On Predictable Tests of $(c_n)$-Consistency of Estimates | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3763404 | 1986-01-01 | Paper |
| An integral representation for the Hellinger distance. | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3763403 | 1985-01-01 | Paper |
| On necessary and sufficient conditions for convergence of probability measures in variation | 1984-01-01 | Paper |
| On criteria for cn-consistency of estimators | 1984-01-01 | Paper |
| On “predictable” convergence criteria in variation of probability measures | 1984-01-01 | Paper |
| Functional limit theorems for the “disorder” problem | 1983-01-01 | Paper |
| Detection of a “Disorder” in a Wiener Process | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923454 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3948492 | 1981-01-01 | Paper |
