| Publication | Date of Publication | Type |
|---|
| Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure | 2009-05-06 | Paper |
| Minimal Hellinger martingale measures of order \(q\) | 2009-02-28 | Paper |
| On martingale selectors of cone-valued processes | 2008-09-25 | Paper |
| No-arbitrage criteria for financial markets with transaction costs and incomplete information | 2007-12-16 | Paper |
| The Dalang-Morton-Willinger theorem under delayed and restricted information | 2007-07-24 | Paper |
| MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE | 2006-06-12 | Paper |
| MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS | 2005-09-28 | Paper |
| On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property | 2005-05-20 | Paper |
| On the law of one price | 2005-05-20 | Paper |
| Séminaire de Probabilités XXXVIII | 2005-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154985 | 2005-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4451260 | 2004-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4451259 | 2004-02-23 | Paper |
| Non-arbitrage criteria for financial markets with efficient friction | 2003-10-22 | Paper |
| Exponential Hedging and Entropic Penalties | 2002-10-28 | Paper |
| On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper | 2002-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4550915 | 2002-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2725602 | 2002-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2725601 | 2002-02-24 | Paper |
| The Harrison-Pliska arbitrage pricing theorem under transaction costs | 2001-07-29 | Paper |
| Implied savings accounts are unique | 2001-03-01 | Paper |
| \(\mathcal E\)-martingales and their applications in mathematical finance | 2000-06-05 | Paper |
| On Fefferman and Burkholder-Davis-Gundy inequalities for \({\mathcal E}\)-martingales | 1999-10-05 | Paper |
| Weighted norm inequalities and hedging in incomplete markets | 1999-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213414 | 1999-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213413 | 1999-02-02 | Paper |
| ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION | 1998-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892148 | 1997-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718256 | 1997-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848524 | 1996-03-05 | Paper |
| Föllmer-Schweizer decomposition and mean-variance hedging for general claims | 1996-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839511 | 1995-10-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311840 | 1995-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4318656 | 1995-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4297414 | 1994-10-17 | Paper |
| Hedging of contingent claims and maximum price | 1994-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279442 | 1994-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279441 | 1994-03-07 | Paper |
| Martingale laws, densities and decomposition of Föllmer-Schweizer | 1993-01-17 | Paper |
| Arbitrage et lois de martingale. (Arbitrage and martingale laws) | 1990-01-01 | Paper |
| Valeurs prises par les martingales locales positives continues a un instant donné. (Values taken by continuous, positive local martingales at a given instant) | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3479313 | 1990-01-01 | Paper |
| Variation conditionelle des processus stochastiques. (Conditional variation of random processes) | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3800819 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3802329 | 1987-01-01 | Paper |
| Représentation prévisible et changement de temps. (Previsible representation and change of time) | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746590 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3223599 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3687450 | 1985-01-01 | Paper |
| Integral representation in the theory of continuous trading | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3336450 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3326535 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3326536 | 1984-01-01 | Paper |
| Valeurs prises par les martingales locales continues à un instant donne | 1983-01-01 | Paper |
| Semimartingales gaussiennes — application au probleme de l'innovation | 1983-01-01 | Paper |
| Fonctions convexes et semimartingales | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3040241 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4742069 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945322 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945300 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3962255 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906206 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3924925 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906207 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906208 | 1981-01-01 | Paper |
| Sur un théorème de H.J. Engelbert et J. Hess | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906205 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3952924 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3870094 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3865215 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3865233 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4195697 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4195688 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3051154 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3051155 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4187087 | 1979-01-01 | Paper |
| Calcul stochastique d�pendant d'un param�tre | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4155567 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4157348 | 1978-01-01 | Paper |
| Quasimartingales, martingales locales, semimartingales et filtration naturelle | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4148588 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4109072 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4084493 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4084494 | 1975-01-01 | Paper |
