| Publication | Date of Publication | Type |
|---|
| Multi-period static hedging of European options | 2023-10-02 | Paper |
| Phase transitions and percolation at criticality in enhanced random connection models | 2022-01-24 | Paper |
| Poisson approximation and connectivity in a scale-free random connection model | 2021-07-21 | Paper |
| Semiparametric Models with Covariates for Lifetime Data under a General Censoring Scheme with an Application to Contingent Valuation | 2021-03-10 | Paper |
| Thresholds for vanishing of `isolated' faces in random Čech and Vietoris-Rips complexes | 2021-02-15 | Paper |
| Autoregressive cascades on random networks | 2018-11-13 | Paper |
| The random connection model: Connectivity, edge lengths, and degree distributions | 2018-06-07 | Paper |
| Achieving nonzero information velocity in wireless networks | 2017-05-03 | Paper |
| Analysis of Gamma and Weibull lifetime data under a general censoring scheme and in the presence of covariates | 2017-05-02 | Paper |
| Connecting the Random Connection Model | 2015-10-19 | Paper |
| Percolation on the Information-Theoretically Secure Signal to Interference Ratio Graph | 2015-02-26 | Paper |
| Limit laws for coverage in backbone-sensor networks | 2014-04-25 | Paper |
| An empirical comparison of two stochastic volatility models using Indian market data | 2013-09-20 | Paper |
| PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL | 2013-08-15 | Paper |
| Nonuniform random geometric graphs with location-dependent radii | 2012-11-29 | Paper |
| Pricing Defaultable Bonds in a Markov Modulated Market | 2012-06-20 | Paper |
| Percolation and Connectivity in AB Random Geometric Graphs | 2012-04-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3100610 | 2011-11-24 | Paper |
| Supercritical age-dependent branching Markov processes and their scaling limits | 2011-09-02 | Paper |
| The credit risk\(^{+}\) model with general sector correlations | 2011-02-08 | Paper |
| Criticality of the exponential rate of decay for the largest nearest-neighbor link in random geometric graphs | 2010-11-26 | Paper |
| Critical age-dependent branching Markov processes and their scaling limits | 2010-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580335 | 2010-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580494 | 2010-08-12 | Paper |
| Limit Laws fork-Coverage of Paths by a Markov–Poisson–Boolean Model | 2008-12-17 | Paper |
| Analysis of middle-censored data with exponential lifetime distributions | 2008-09-29 | Paper |
| Topological properties of the one dimensional exponential random geometric graph | 2008-03-28 | Paper |
| Topological properties of random wireless networks | 2007-07-02 | Paper |
| Queues with Dependency Between Interarrival and Service Times Using Mixtures of Bivariates | 2007-06-04 | Paper |
| A Strong Law for the Largest Nearest-Neighbor Link on Normally Distributed Points | 2006-04-27 | Paper |
| Amplitude modulated model for analyzing non-stationary speech signals | 2005-03-30 | Paper |
| Correlated Bivariate Sequences for Queueing and Reliability Applications | 2005-01-14 | Paper |
| Approximate self consistency for middle-censored data | 2004-09-09 | Paper |
| Improved genetic algorithm for the permutation flowshop scheduling problem. | 2004-03-14 | Paper |
| Estimation of frequencies in presence of heavy tail errors. | 2003-05-07 | Paper |
| On changes of measure for super Brownian motion | 2002-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2736824 | 2001-09-11 | Paper |
| An exponential change of measure for the Feller diffusion and some implications for superprocesses | 2000-11-21 | Paper |
| Non-Gaussian Density Processes Arising from Non-Poisson Systems of Independent Brownian Motions | 1999-03-09 | Paper |
| Attractive polymer models for two- and three-dimensional Brownian motion | 1998-03-29 | Paper |
| A representation for functionals of superprocesses via particle picture | 1997-12-10 | Paper |
