List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Option replication with transaction costs: general diffusion limits The Annals of Applied Probability | 1999-11-23 | Paper |
| MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES Mathematical Finance | 1999-02-23 | Paper |
| scientific article; zbMATH DE number 759414 (Why is no real title available?) | 1995-08-30 | Paper |
| Singular diffusion limits of a class of reversible self-organizing particle systems The Annals of Probability | 1994-04-17 | Paper |
| A limit theorem for tagged particles in a class of self-organizing particle systems Stochastic Processes and their Applications | 1994-04-06 | Paper |
| Rigorous results on mathematical models of catalytic surfaces Journal of Statistical Physics | 1992-06-28 | Paper |
| Phase transitions in Mandelbrot's percolation process in three dimensions Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1991-01-01 | Paper |
| A particle system with massive destruction Journal of Physics A: Mathematical and General | 1990-01-01 | Paper |
Research outcomes over time
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