| Publication | Date of Publication | Type |
|---|
| Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic $$\lambda $$-Sabr Model | 2018-12-11 | Paper |
| On the Probability Density Function of Baskets | 2018-12-11 | Paper |
| Small-Time Asymptotics for the At-the-Money Implied Volatility in a Multi-dimensional Local Volatility Model | 2018-12-11 | Paper |
| Asymptotics beats Monte Carlo: the case of correlated local vol baskets | 2014-10-09 | Paper |
| The Heston Riemannian distance function | 2014-02-27 | Paper |
| ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS | 2013-05-14 | Paper |
| MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS | 2011-02-02 | Paper |
| Generalized uncorrelated SABR models with a high degree of symmetry | 2010-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325648 | 2009-07-23 | Paper |
| Regularity of the free boundary of an American option on several assets | 2009-06-30 | Paper |
| Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios | 2009-03-04 | Paper |
| Generating integrable one dimensional driftless diffusions | 2006-12-14 | Paper |
| CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS | 2006-10-16 | Paper |
| Static-arbitrage upper bounds for the prices of basket options | 2006-03-08 | Paper |
| Static-arbitrage optimal subreplicating strategies for basket options | 2006-03-08 | Paper |
| Sharp Upper and Lower Bounds for Basket Options | 2005-10-27 | Paper |
| Optimal regularity in a variational problem for current sheets in ideal magnetohydrodynamics | 2004-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4444811 | 2004-01-27 | Paper |
| Asymptotic Massey products, induced currents and Borromean torus links | 2001-08-30 | Paper |
| On the representation of inhomogeneous linear force-free fields | 2001-08-30 | Paper |
| Variational problems with topological constraints | 2001-05-06 | Paper |
| Two-dimensional magnetohydrodynamic equilibria with prescribed topology. | 2001-04-26 | Paper |
| A lower bound for the energy of magnetic fields supported in linked tori | 2001-03-12 | Paper |
| Topological rearrangement of a function | 2000-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3365324 | 2000-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4266143 | 1999-09-28 | Paper |
| Sur une décomposition topologique des fonctions de Sobolev et sur la localisation de l'énergie dans les plasmas idéaux | 1998-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884685 | 1996-11-11 | Paper |
| Existence of three-dimensional toroidal MHD equilibria with nonconstant pressure | 1996-09-18 | Paper |
| A gradient bound for the Grad-Kruskal-Kulsrud functional | 1996-01-08 | Paper |
| A new approach to queer differential equations | 1995-05-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4297495 | 1994-10-30 | Paper |
| Some Monotonicity and Convexity Results for Integral Means | 1994-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279069 | 1994-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142691 | 1994-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3983711 | 1992-06-27 | Paper |
| On Woltjer’s variational principle for force-free fields | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4713170 | 1992-06-25 | Paper |
| Convergence of a sequence of free boundary problems associated with the grad variational problem in plasma physics | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3034424 | 1990-01-01 | Paper |
| On the convexity of geometric functionals of level for solutions of certain elliptic partial differential equations | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3196690 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3472492 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3813997 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3818653 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3770889 | 1987-01-01 | Paper |
| Some rigorous results concerning spectral theory for ideal MHD | 1986-01-01 | Paper |
| The ballooning spectrum of rotating plasmas | 1984-01-01 | Paper |
| Justification of the mhd energy principle for the stability of a confined toroidal plasma | 1983-01-01 | Paper |
