| Publication | Date of Publication | Type |
|---|
Multivariate Markov families of copulas
Dependence Modeling | 2016-01-21 | Paper |
Static hedging under maturity mismatch
Finance and Stochastics | 2015-08-04 | Paper |
Latin hypercube sampling with dependence and applications in finance
The Journal of Computational Finance | 2014-04-23 | Paper |
Credit gap risk in a first passage time model with jumps
Quantitative Finance | 2014-03-04 | Paper |
Credit modeling under jump diffusions with exponentially distributed jumps -- stable calibration, dynamics and gap risk
International Journal of Theoretical and Applied Finance | 2013-08-15 | Paper |
Interest rate term structure modelling
European Journal of Operational Research | 2011-08-09 | Paper |
On a general class of one-factor models for the term structure of interest rates
Finance and Stochastics | 1998-03-23 | Paper |
| scientific article; zbMATH DE number 836636 (Why is no real title available?) | 1996-08-14 | Paper |
On the strong convergence, contiguity and entire separation of diffusion processes
Stochastics and Stochastic Reports | 1996-02-13 | Paper |
| scientific article; zbMATH DE number 775009 (Why is no real title available?) | 1995-12-12 | Paper |
Stochastic Integration for Some Rough Non‐adapted Processes
Mathematische Nachrichten | 1995-05-02 | Paper |
A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence
Mathematische Nachrichten | 1994-06-09 | Paper |
On the Newton polygon
Monatshefte für Mathematik | 1993-05-12 | Paper |
On semimartingale diffusions and stochastic differential equations
Stochastics and Stochastic Reports | 1992-06-25 | Paper |
Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
Mathematische Nachrichten | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4188925 (Why is no real title available?) | 1991-01-01 | Paper |
On a generalization of the theorem of p. levy
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I)
Mathematische Nachrichten | 1989-01-01 | Paper |
On Stochastic Differential Equations with Reflecting Barriers
Mathematische Nachrichten | 1989-01-01 | Paper |
Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part II)
Mathematische Nachrichten | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4138872 (Why is no real title available?) | 1989-01-01 | Paper |
On the Behaviour of Certain Bessel Functional. An Application to a Class of Stochastic Differential Equations
Mathematische Nachrichten | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3934137 (Why is no real title available?) | 1985-01-01 | Paper |
On solutions of one-dimensional stochastic differential equations without drift
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1985-01-01 | Paper |
0‐1‐Gesetze für die Konvergenz von Integralfunktionalen gewisser Semimartingale
Mathematische Nachrichten | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3868360 (Why is no real title available?) | 1984-01-01 | Paper |
On Exponential Local Martingales Connected with Diffusion Processes
Mathematische Nachrichten | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3868359 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3876328 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3872413 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 4015845 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3734896 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3734897 (Why is no real title available?) | 1981-01-01 | Paper |
