| Publication | Date of Publication | Type |
|---|
| Merge of two oppositely biased Wiener processes | 2023-03-31 | Paper |
Valuing the distant future under stochastic resettings: the effect on discounting
Journal of Physics A: Mathematical and Theoretical | 2023-02-20 | Paper |
Random walk with hyperbolic probabilities
Journal of Statistical Mechanics: Theory and Experiment | 2021-03-23 | Paper |
Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation
Journal of Statistical Mechanics: Theory and Experiment | 2020-11-19 | Paper |
Perpetual American vanilla option pricing under single regime change risk: an exhaustive study
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Continuous-time ballistic process with random resets
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Volatility and dividend risk in perpetual American options
Journal of Statistical Mechanics: Theory and Experiment | 2019-10-22 | Paper |
| Escape probabilities of compound renewal processes with drift | 2019-07-27 | Paper |
Breaking Waves and Spectral Analysis of the Two‐Dimensional KdV–Bogoyavlenskii Equation
Studies in Applied Mathematics | 2018-04-11 | Paper |
| Continuous-time random walks with reset events: Historical background and new perspectives | 2017-06-15 | Paper |
| Quantum and random walks as universal generators of probability distributions | 2016-09-21 | Paper |
| Sisyphus random walk | 2016-03-30 | Paper |
| Classical-like behavior in quantum walks with inhomogeneous, time-dependent coin operators | 2015-05-29 | Paper |
Quantum walk with a general coin: exact solution and asymptotic properties
Quantum Information Processing | 2015-04-13 | Paper |
| Unidirectional quantum walks: evolution and exit times | 2013-06-07 | Paper |
| Monotonous continuous-time random walks with drift and stochastic reset events | 2012-06-20 | Paper |
On the integrability of the Poisson driven stochastic nonlinear Schrödinger equations
Studies in Applied Mathematics | 2012-06-18 | Paper |
| Parrondo-like behavior in continuous-time random walks with memory | 2011-07-12 | Paper |
On properties of continuous-time random walks with non-Poissonian jump-times
Chaos, Solitons and Fractals | 2010-11-07 | Paper |
Mean exit time and survival probability within the CTRW formalism
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-25 | Paper |
| On the effect of random inhomogeneities in Kerr-media modelled by non-linear Schrodinger equation | 2010-03-23 | Paper |
| Exit times in non-Markovian drifting continuous-time random walk processes | 2010-02-02 | Paper |
| scientific article; zbMATH DE number 5010396 (Why is no real title available?) | 2006-03-09 | Paper |
Malliavin calculus applied to finance
Physica A | 2003-02-19 | Paper |
Local Vega Index and Variance Reduction Methods
Mathematical Finance | 2003-01-01 | Paper |
Return or stock price differences
Physica A | 2002-11-26 | Paper |
scientific article; zbMATH DE number 1789173 (Why is no real title available?)
(available as arXiv preprint) | 2002-08-26 | Paper |
