| Publication | Date of Publication | Type |
|---|
| On the Spatial and Temporal Order of Convergence of Hyperbolic PDEs | 2021-05-04 | Paper |
Basel III and asset securitization
Discrete Dynamics in Nature and Society | 2019-07-05 | Paper |
Nonsquare spectral factorization for nonlinear control systems
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Inner–Outer Factorization for Nonlinear Noninvertible Systems
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Stochastic control of credit default insurance for subprime residential mortgage-backed securities
Optimal Control Applications & Methods | 2014-11-24 | Paper |
Basel III and the net stable funding ratio
ISRN Applied Mathematics | 2014-11-11 | Paper |
Subprime mortgage funding and liquidity risk
Quantitative Finance | 2014-09-05 | Paper |
Optimal originator valuation and the global financial crisis
Optimal Control Applications & Methods | 2013-09-04 | Paper |
Bank liquidity and the global financial crisis
Journal of Applied Mathematics | 2012-08-06 | Paper |
Subprime risk and insurance with regret
Discrete Dynamics in Nature and Society | 2011-02-09 | Paper |
Optimal mortgage loan securitization and the subprime crisis
Optimization Letters | 2010-01-29 | Paper |
Did bank capital regulation exacerbate the subprime mortgage crisis?
Discrete Dynamics in Nature and Society | 2009-11-23 | Paper |
Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord
Discrete Dynamics in Nature and Society | 2009-04-01 | Paper |
Optimal allocation between bank loans and treasuries with regret
Optimization Letters | 2008-09-04 | Paper |
Optimizing asset and capital adequacy management in banking
Journal of Optimization Theory and Applications | 2008-06-04 | Paper |
Minimizing banking risk in a Lévy process setting
Journal of Applied Mathematics | 2008-02-20 | Paper |
Maximizing banking profit on a random time interval
Journal of Applied Mathematics | 2008-02-20 | Paper |
| An application of stochastic optimization theory to institutional finance | 2007-10-29 | Paper |
Continuous-time stochastic modelling of capital adequacy ratios for banks
Applied Stochastic Models in Business and Industry | 2007-05-29 | Paper |
Bank management via stochastic optimal control
Automatica | 2006-10-05 | Paper |
STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2006-02-07 | Paper |
| scientific article; zbMATH DE number 2151335 (Why is no real title available?) | 2005-04-04 | Paper |
Characterization of integral operators with semi-separable kernels with symmetries
Journal of Functional Analysis | 2005-03-08 | Paper |
Nonsquare Spectral Factors of Nonlinear Control Systems in terms of Inner-Inner Factorizations
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
LU- versus UL-factorization of integral operators with semi-separable kernel
Integral Equations and Operator Theory | 2005-02-24 | Paper |
Non-linear minimal square spectral factorization
International Journal of Control | 2004-08-17 | Paper |
Existence of minimal nonsquare \(J\)-symmetric factorizations for self-adjoint rational matrix functions.
Linear Algebra and its Applications | 2004-03-14 | Paper |
J-spectral factorization for rational matrix functions with alternative realization
The Electronic Journal of Linear Algebra | 2004-02-15 | Paper |
J-spectral factorization for rational matrix functions with alternative realization
The Electronic Journal of Linear Algebra | 2004-02-15 | Paper |
Minimal nonsquare \(J\)-spectral factorization, generalized Bezoutians and common zeros for rational matrix functions
Integral Equations and Operator Theory | 2003-10-16 | Paper |
Nonsquare spectral factors via factorizations of a unitary function
Linear Algebra and its Applications | 2002-08-28 | Paper |
Minimal nonsquare spectral factors
Linear Algebra and its Applications | 2002-08-28 | Paper |
Minimal square spectral factors via triples
SIAM Journal on Matrix Analysis and Applications | 2001-06-21 | Paper |
Left versus right canonical Wiener-Hopf factorization and realization
Integral Equations and Operator Theory | 1998-02-05 | Paper |
Symmetric spectral factorisation of self-adjoint rational matrix functions
Bulletin of the Australian Mathematical Society | 1997-12-15 | Paper |
