| Publication | Date of Publication | Type |
|---|
| Optimal pair-trade execution with generalized cross-impact | 2022-09-16 | Paper |
| DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS | 2021-10-20 | Paper |
| Optimal and equilibrium execution strategies with generalized price impact | 2020-12-07 | Paper |
| A modified arbitrage-free Nelson-Siegel model: an alternative affine term structure model of interest rates | 2017-08-16 | Paper |
| PRICING AND CALIBRATION OF A CHOOSER FLEXIBLE CAP | 2010-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5437155 | 2008-01-18 | Paper |
| The comparative statics on asset prices based on bull and bear market measure | 2005-10-17 | Paper |
| An impulse control of a geometric Brownian motion with quadratic costs | 2005-10-17 | Paper |
| An optimal stopping problem for a geometric Brownian motion with Poissonian jumps | 2004-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4329890 | 2002-05-15 | Paper |
| Stochastic orders and their applications in financial optimization | 2001-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2705514 | 2001-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4948244 | 2000-04-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4937126 | 2000-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4937141 | 2000-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4935031 | 2000-01-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4935240 | 2000-01-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4705441 | 1999-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4705452 | 1999-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4703522 | 1999-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4703573 | 1999-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4705045 | 1999-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4703159 | 1999-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4253428 | 1999-11-08 | Paper |
| PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS | 1999-02-23 | Paper |
| OPTIMAL MINIMAL-REPAIR AND REPLACEMENT PROBLEM UNDER AVERAGE COST CRITERION : OPTIMALITY OF (t, T)-POLICY | 1997-11-18 | Paper |
| Optimal service control of a station connected with two parallel substations | 1994-02-24 | Paper |
| Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities | 1994-02-09 | Paper |
| Optimal minimal-repair and replacement problem with age dependent cost structure | 1993-04-01 | Paper |
| Policy iteration and Newton-Raphson methods for Markov decision processes under average cost criterion | 1993-04-01 | Paper |
| On the average optimality of circular assignment policy | 1993-01-17 | Paper |
| Optimal strategies for some team games | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788955 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3798199 | 1987-01-01 | Paper |
| An optimal inspection and replacement policy under incomplete state information | 1986-01-01 | Paper |
| An optimal inspection and replacement policy for a deteriorating system | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685546 | 1984-01-01 | Paper |
