| Publication | Date of Publication | Type |
|---|
Comparison of two methods for superreplication
Applied Mathematical Finance | 2017-10-05 | Paper |
Feynman-Kac theorems for generalized diffusions
Transactions of the American Mathematical Society | 2015-09-08 | Paper |
Pricing equations in jump-to-default models
International Journal of Theoretical and Applied Finance | 2014-06-13 | Paper |
Numerical option pricing in the presence of bubbles
Quantitative Finance | 2013-06-27 | Paper |
Can time-homogeneous diffusions produce any distribution?
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-05-13 | Paper |
Dupire's equation for bubbles
International Journal of Theoretical and Applied Finance | 2012-11-22 | Paper |
Optimal liquidation of a pairs trade
Advanced Mathematical Methods for Finance | 2011-08-08 | Paper |
Boundary conditions for the single-factor term structure equation
The Annals of Applied Probability | 2011-02-21 | Paper |
Optimal liquidation of a call spread
Journal of Applied Probability | 2010-07-20 | Paper |
The Black-Scholes equation in stochastic volatility models
Journal of Mathematical Analysis and Applications | 2010-05-26 | Paper |
Boundary values and finite difference methods for the single factor term structure equation
Applied Mathematical Finance | 2009-12-16 | Paper |
Bubbles, convexity and the Black-Scholes equation
The Annals of Applied Probability | 2009-08-27 | Paper |
A boundary point lemma for Black-Scholes type operators
Communications on Pure and Applied Analysis | 2008-03-06 | Paper |
Space-time adaptive finite difference method for European multi-asset options
Computers & Mathematics with Applications | 2008-01-30 | Paper |
PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS
Mathematical Finance | 2007-11-21 | Paper |
Convexity preserving jump-diffusion models for option pricing
Journal of Mathematical Analysis and Applications | 2007-04-10 | Paper |
FEYNMAN–KAC FORMULAS FOR BLACK–SCHOLES-TYPE OPERATORS
Bulletin of the London Mathematical Society | 2006-04-19 | Paper |
The American put is log-concave in the log-price
Journal of Mathematical Analysis and Applications | 2006-01-10 | Paper |
Superreplication of Options on Several Underlying Assets
Journal of Applied Probability | 2005-08-25 | Paper |
OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS
International Journal of Theoretical and Applied Finance | 2005-03-30 | Paper |
Preservation of convexity of solutions to parabolic equations
Journal of Differential Equations | 2004-11-18 | Paper |
Volatility time and properties of option prices
The Annals of Applied Probability | 2004-03-21 | Paper |
Testing weak stationarity of stock returns
Theory of Stochastic Processes | 2001-09-16 | Paper |
Absence of arbitrage in markets with infinitely many assets
Theory of Stochastic Processes | 2001-09-16 | Paper |
Schrödinger operators and index bounds for minimal submanifolds
Rocky Mountain Journal of Mathematics | 1995-08-01 | Paper |
Eigenvalue estimates and isoperimetric inequalities for cone-manifolds
Bulletin of the Australian Mathematical Society | 1994-04-19 | Paper |
| scientific article; zbMATH DE number 431716 (Why is no real title available?) | 1993-12-15 | Paper |
| Finiteness of Index and Total Scalar Curvature for Minimal Hypersurfaces | 1989-01-01 | Paper |
An index characterization of the catenoid and index bounds for minimal surfaces in R^ 4
Pacific Journal of Mathematics | 1988-01-01 | Paper |
Eigenvalue estimates with applications to minimal surfaces
Pacific Journal of Mathematics | 1987-01-01 | Paper |
| Comparison of Two Methods of Multiplying Distributions | 1985-01-01 | Paper |
