| Publication | Date of Publication | Type |
|---|
| Discrete-Time Semi-Markov Random Evolutions and Their Applications | 2023-10-09 | Paper |
| Hawkes processes in insurance: risk model, application to empirical data and optimal investment | 2021-11-19 | Paper |
| Modelling of limit order books by general compound Hawkes processes with implementations | 2021-11-09 | Paper |
| Stochastic modelling of big data in finance | 2021-01-18 | Paper |
| A level-1 limit order book with time dependent arrival rates | 2020-01-13 | Paper |
| Inhomogeneous Random Evolutions and Their Applications | 2019-08-12 | Paper |
| Convergence of random bounded linear operators in the Skorokhod space | 2019-07-09 | Paper |
| The LIBOR Market Model: A Markov-Switching Jump Diffusion Extension | 2018-12-21 | Paper |
| A semi-martingale representation for a semi-Markov chain with application to finance | 2018-10-10 | Paper |
| The Markov-switching jump diffusion LIBOR market model | 2018-09-19 | Paper |
| The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options | 2018-02-21 | Paper |
| A Semi-Markovian Modeling of Limit Order Markets | 2017-06-02 | Paper |
| GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS | 2017-05-16 | Paper |
| Delay Stochastic Models in Finance | 2017-02-03 | Paper |
| Change of Time Methods in Quantitative Finance | 2016-04-13 | Paper |
| Strong Law of Large Numbers and Central Limit Theorems for Functionals of Inhomogeneous Semi-Markov Processes | 2015-04-24 | Paper |
| Pricing currency derivatives with Markov-modulated Lévy dynamics | 2015-01-28 | Paper |
| COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES | 2014-04-25 | Paper |
| Optimal Control of Stochastic Functional Differential Equations with Application to Finance | 2014-04-03 | Paper |
| Filtering hidden semi-Markov chains | 2014-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5746585 | 2014-02-07 | Paper |
| Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities | 2013-11-01 | Paper |
| Random Dynamical Systems in Finance | 2013-07-04 | Paper |
| Normal Deviation and Poisson Approximation of a Security Market by the Geometric Markov Renewal Processes | 2013-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4921375 | 2013-05-24 | Paper |
| Law of Large Numbers for Semi-Markov inhomogeneous Random Evolutions on Banach spaces | 2013-04-15 | Paper |
| Discrete-Time Semi-Markov Random Evolutions and their Applications | 2013-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2896603 | 2012-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3108077 | 2011-12-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3102963 | 2011-11-25 | Paper |
| The Geometric Markov Renewal Processes with Application to Finance | 2011-08-10 | Paper |
| Pricing variance swaps for stochastic volatilities with delay and jumps | 2011-05-26 | Paper |
| Diffusion approximations of the geometric Markov renewal processes and option price formulas | 2011-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3074149 | 2011-02-05 | Paper |
| Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering | 2010-12-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3618446 | 2009-03-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607222 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5454921 | 2008-04-03 | Paper |
| Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets | 2007-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5423050 | 2007-10-30 | Paper |
| Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results | 2007-09-07 | Paper |
| Averaging and diffusion approximation of vector difference equations in random media with applications to biological systems | 2007-09-07 | Paper |
| The pricing of options for securities markets with delayed response | 2007-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4441736 | 2004-01-07 | Paper |
| Limit theorems for difference equations in random media with applications to biological systems | 2003-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4781037 | 2002-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2784988 | 2002-04-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2771533 | 2002-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2740458 | 2001-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2737019 | 2001-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494280 | 2001-08-29 | Paper |
| Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps | 2001-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2722134 | 2001-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2701756 | 2001-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518563 | 2000-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518684 | 2000-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4512151 | 2000-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4512334 | 2000-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4507774 | 2000-10-08 | Paper |
| Stability of semi-Markov evolution systems and its application in financial mathematics | 2000-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4941708 | 2000-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940320 | 2000-03-02 | Paper |
| On the monotonicity and constancy of signs of some rational explicit methods for nonlinear systems of ordinary differential equations | 2000-03-02 | Paper |
| Filtration of components of processes of random evolution | 1999-12-19 | Paper |
| Optimal control over evolution stochastic systems and its application to stochastic models of financial mathematics | 1999-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4702668 | 1999-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4702672 | 1999-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365542 | 1998-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4354372 | 1997-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4893727 | 1996-09-18 | Paper |
| The martingale problem and stochastic integral equations in a Banach space for limit semi-Markov random evolutions I | 1996-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834159 | 1995-07-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4320114 | 1995-01-15 | Paper |
| Semi-Markov random evolutions: some ideas, methods and results | 1995-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4283962 | 1994-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035212 | 1993-05-18 | Paper |
| Dual approximation of random evolutions in an averaging scheme | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3986989 | 1992-06-28 | Paper |
| Dual approximation of random evolutions in an averaging scheme | 1992-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3359533 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3361679 | 1990-01-01 | Paper |
| Phase averaging of nonhomogeneous semi-Markov random evolutions | 1989-01-01 | Paper |
| A central limit theorem for nonhomogeneous semi-Markov random evolutions | 1989-01-01 | Paper |
| Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach) | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3198662 | 1989-01-01 | Paper |
| Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach) | 1989-01-01 | Paper |
| A central limit theorem for nonhomogeneous semi-Markov random evolutions | 1989-01-01 | Paper |
| Limiting representation of continuous semi-Markov random evolutions in the series scheme | 1989-01-01 | Paper |
| Limiting representation of continuous semi-Markov random evolutions in the series scheme | 1989-01-01 | Paper |
| Stability of the solutions of an axisymmetric problem regarding the convection of a viscous fluid | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3471281 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3814520 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4729130 | 1988-01-01 | Paper |
| Central limit theorem in the phase extension scheme for semi-Markov random evolutions | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3769738 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3769737 | 1986-01-01 | Paper |
| Central limit theorem for semi-Markov random evolutions | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3700558 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3217398 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3322969 | 1983-01-01 | Paper |
