| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7622564 (Why is no real title available?) | 2022-11-23 | Paper |
On arbitrage-free pricing in numeraire-free markets: with applications to forex and cryptocurrency
Financial Mathematics and Fintech | 2021-03-22 | Paper |
Pricing shared-loss hedge fund fee structures
Innovations in Derivatives Markets | 2018-10-22 | Paper |
An intensity-based approach for equity modeling
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
Multidimensional structural credit modeling under stochastic volatility
ISRN Probability and Statistics | 2013-08-29 | Paper |
Algorithmic estimation of risk factors in financial markets with stochastic drift
Computers & Operations Research | 2012-11-15 | Paper |
| Option on a CPPI | 2011-11-15 | Paper |
Using equity options to imply credit information
Annals of Operations Research | 2011-08-25 | Paper |
| Hedge funds as knock-out options | 2010-09-02 | Paper |
| Hedge funds | 2010-09-02 | Paper |
Pricing a CDO on stochastically correlated underlyings
Quantitative Finance | 2010-04-23 | Paper |
The price of liquidity in constant leverage strategies
Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas | 2010-01-27 | Paper |
Pricing of spread options on stochastically correlated underlyings
The Journal of Computational Finance | 2009-11-10 | Paper |
Portfolio optimization when asset returns have the Gaussian mixture distribution
European Journal of Operational Research | 2007-12-10 | Paper |
| A partial differential equation for credit derivatives pricing | 2007-11-05 | Paper |
| scientific article; zbMATH DE number 2186705 (Why is no real title available?) | 2005-07-06 | Paper |
Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis.
Journal of Multivariate Analysis | 2004-03-14 | Paper |
Harmonic analysis in value at risk calculations.
Revista Matemática Iberoamericana | 2002-10-29 | Paper |
Harmonic analysis in value at risk calculations.
Revista Matemática Iberoamericana | 2002-10-29 | Paper |
Principal Component Value at Risk
Mathematical Finance | 2002-09-19 | Paper |
PRINCIPAL COMPONENT VALUE AT RISK
International Journal of Theoretical and Applied Finance | 2001-04-17 | Paper |
| scientific article; zbMATH DE number 1520453 (Why is no real title available?) | 2000-10-22 | Paper |
| scientific article; zbMATH DE number 1552106 (Why is no real title available?) | 1999-01-01 | Paper |
A functional calculus on the Heisenberg group and the boundary layer potential \(\square_+^{-1}\) for the \(\bar\partial\)-Neumann problem
Journal of Functional Analysis | 1998-10-27 | Paper |
| scientific article; zbMATH DE number 1106524 (Why is no real title available?) | 1998-01-21 | Paper |
The spin of the ground state of an atom
Revista Matemática Iberoamericana | 1998-01-19 | Paper |
| scientific article; zbMATH DE number 1026182 (Why is no real title available?) | 1997-10-27 | Paper |
| scientific article; zbMATH DE number 1026182 (Why is no real title available?) | 1997-10-27 | Paper |
A number-theoretic estimate for the thomas-fermi density
Communications in Partial Differential Equations | 1996-09-18 | Paper |
The eigenvalue sum for a three-dimensional radial potential
Advances in Mathematics | 1996-09-11 | Paper |
| scientific article; zbMATH DE number 869742 (Why is no real title available?) | 1996-07-14 | Paper |
Weyl sums and atomic energy oscillations
Revista Matemática Iberoamericana | 1996-04-28 | Paper |
| scientific article; zbMATH DE number 764386 (Why is no real title available?) | 1996-01-25 | Paper |
The density in a three-dimensional radial potential
Advances in Mathematics | 1995-12-04 | Paper |
On the Dirac and Schwinger corrections to the ground-state energy of an atom
Advances in Mathematics | 1995-09-21 | Paper |
The density in a one-dimensional potential
Advances in Mathematics | 1994-12-18 | Paper |
The eigenvalue sum for a one-dimensional potential
Advances in Mathematics | 1994-11-23 | Paper |
A trigonometric sum relevant to the nonrelativistic theory of atoms.
Proceedings of the National Academy of Sciences | 1994-08-17 | Paper |
Aperiodicity of the Hamiltonian flow in the Thomas-Fermi potential
Revista Matemática Iberoamericana | 1994-05-26 | Paper |
| scientific article; zbMATH DE number 418839 (Why is no real title available?) | 1993-10-25 | Paper |
Eigenvalues and eigenfunctions of ordinary differential operators
Advances in Mathematics | 1992-12-17 | Paper |
| scientific article; zbMATH DE number 67126 (Why is no real title available?) | 1992-09-27 | Paper |
The essential spectrum of Neumann Laplacians on some bounded singular domains
Journal of Functional Analysis | 1992-06-27 | Paper |
On the energy of a large atom
Bulletin of the American Mathematical Society | 1990-01-01 | Paper |
Bound on the ionization energy of large atoms
Communications in Mathematical Physics | 1990-01-01 | Paper |
Asymptotic neutrality of large ions
Communications in Mathematical Physics | 1990-01-01 | Paper |
