| Publication | Date of Publication | Type |
|---|
| Multivariate fractional Brownian motion and generalizations of SABR model | 2024-09-06 | Paper |
| Stochastic Partial Differential Equations and Portfolio Choice | 2011-05-31 | Paper |
| INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA | 2011-03-30 | Paper |
| Portfolio Choice under Space-Time Monotone Performance Criteria | 2010-06-01 | Paper |
| Optimal Asset Allocation under Forward Exponential Performance Criteria | 2009-05-22 | Paper |
| Portfolio choice under dynamic investment performance criteria | 2009-04-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3613974 | 2009-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5506195 | 2009-01-28 | Paper |
| Correlations and bounds for stochastic volatility models | 2007-04-19 | Paper |
| Convexity of solutions of parabolic equations | 2006-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5475444 | 2006-06-19 | Paper |
| A valuation algorithm for indifference prices in incomplete markets | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160513 | 2005-02-09 | Paper |
| Martingale methods in financial modelling. | 2005-01-11 | Paper |
| An example of indifference prices under exponential preferences | 2004-11-24 | Paper |
| Infinite dimensional diffusions, Kolmogorov equations and interest rate models | 2003-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4218388 | 1999-05-25 | Paper |
| A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON | 1998-01-21 | Paper |
| Continuous-time term structure models: Forward measure approach | 1997-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4350437 | 1997-09-02 | Paper |
| The Market Model of Interest Rate Dynamics | 1997-01-01 | Paper |
| General framework for pricing derivative securities | 1995-03-20 | Paper |
| A generalization of the Kalman filter to models with infinite variance | 1994-07-14 | Paper |
| On the existence and characterization of arbitrage–free measure in contingent claim valuation | 1994-04-06 | Paper |
| Laws of large numbers for semimartingales with applications to stochastic regression | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4729190 | 1989-01-01 | Paper |
| Order of convergence of regression parameter estimates in models with infinite variance | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3784925 | 1988-01-01 | Paper |
| A strong law of large numbers for vector Gaussian martingales and a statistical application in linear regression | 1987-01-01 | Paper |
| Strong consistency of least squares estimates in linear regression models driven by semimartingales | 1987-01-01 | Paper |
| On Kac functionals of one-dimensional diffusions | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3744975 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3709716 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3217387 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3734867 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3809085 | 1985-01-01 | Paper |
| Divergence, convergence and moments of some integral functionals of diffusions | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3680005 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5185866 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3217378 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3953036 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3909766 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4749046 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3915864 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3915865 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3880131 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4121344 | 1977-01-01 | Paper |
| Sequential estimation of parameters of a staochastic differential equation | 1977-01-01 | Paper |
