| Publication | Date of Publication | Type |
|---|
| Total return swap valuation with counterparty risk and interest rate risk | 2019-02-14 | Paper |
| The dynamic spread of the forward CDS with general random loss | 2019-02-14 | Paper |
| Huber Fractal Image Coding Based on a Fitting Plane | 2017-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2823506 | 2016-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5498155 | 2015-02-11 | Paper |
| The pricing of credit risky securities under stochastic interest rate model with default correlation. | 2014-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4904937 | 2013-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900760 | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901316 | 2013-01-24 | Paper |
| Parametrization in the progressively enlarged filtration | 2013-01-07 | Paper |
| Credit risky securities valuation under a contagion model with interacting intensities | 2011-10-27 | Paper |
| The intensity model for pricing credit securities with jump diffusion and counterparty risk | 2011-06-07 | Paper |
| A noise-robust algorithm for classifying cyclic and dihedral symmetric images | 2010-11-08 | Paper |
| Mean Variance Hedging in a General Jump Model | 2010-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3402712 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3402716 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3402722 | 2010-02-12 | Paper |
| Limit theorems for stochastic vector-valued sequences and their applications | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641478 | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641522 | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622298 | 2009-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622345 | 2009-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597869 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599609 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599780 | 2009-02-09 | Paper |
| A local convergence theorem for partial sums of stochastic adapted sequences | 2009-02-09 | Paper |
| An enhanced fractal image denoising algorithm | 2009-01-28 | Paper |
| The Asymptotic Equipartition Property for Nonhomogeneous Markov Chains Indexed by a Homogeneous Tree | 2008-12-21 | Paper |
| Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability | 2008-09-09 | Paper |
| Ruin probabilities in the risk process with random income | 2008-09-08 | Paper |
| A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap | 2008-09-01 | Paper |
| Strong law of large numbers and asymptotic equipartition property for nonsymmetric Markov chain fields on Cayley trees | 2008-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3500999 | 2008-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5452857 | 2008-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5435896 | 2008-01-14 | Paper |
| Change of filtrations and mean–variance hedging | 2008-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5432811 | 2007-12-18 | Paper |
| Valuing credit derivatives in a jump-diffusion model | 2007-09-19 | Paper |
| Information and dynamic coherent risk measures | 2007-09-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3595948 | 2007-08-28 | Paper |
| A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS | 2007-06-22 | Paper |
| Generalized quantum entropy | 2007-05-16 | Paper |
| The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income | 2007-05-14 | Paper |
| Multi-period optimization portfolio with bankruptcy control in stochastic market | 2007-04-26 | Paper |
| The deficit at ruin in the Sparre Andersen model with interest | 2007-04-05 | Paper |
| Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging | 2007-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5482181 | 2006-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5482183 | 2006-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474927 | 2006-06-15 | Paper |
| Optimal Utility with Some Additional Information | 2005-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5705334 | 2005-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5697744 | 2005-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3023303 | 2005-07-04 | Paper |
| Information-theoretic characterizations of conditional mutual independence and Markov random fields | 2005-05-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4658023 | 2005-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4830466 | 2004-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4810743 | 2004-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4427508 | 2003-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4547204 | 2003-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4544041 | 2002-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2764375 | 2002-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2704967 | 2001-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2704956 | 2001-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2704933 | 2001-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4221662 | 2001-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4425325 | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4483603 | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516717 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4510731 | 2000-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4243211 | 1999-05-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4220558 | 1998-11-24 | Paper |
| Critical distortion of Potts model | 1998-08-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391600 | 1998-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4387990 | 1998-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4358609 | 1998-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4294503 | 1994-07-03 | Paper |
| A new method to estimate the critical distortion of random fields | 1992-06-28 | Paper |
| Entropic aspects of random fields on trees | 1992-06-27 | Paper |
| epsilon -entropy and critical distortion of random fields | 1990-01-01 | Paper |
