| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5051490 | 2022-11-23 | Paper |
| On Arbitrage-Free Pricing in Numeraire-Free Markets: With Applications to Forex and Cryptocurrency | 2021-03-22 | Paper |
| Pricing Shared-Loss Hedge Fund Fee Structures | 2018-10-22 | Paper |
| An intensity-based approach for equity modeling | 2013-11-15 | Paper |
| Multidimensional structural credit modeling under stochastic volatility | 2013-08-29 | Paper |
| Algorithmic estimation of risk factors in financial markets with stochastic drift | 2012-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3097031 | 2011-11-15 | Paper |
| Using equity options to imply credit information | 2011-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3581635 | 2010-09-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3581637 | 2010-09-02 | Paper |
| Pricing a CDO on stochastically correlated underlyings | 2010-04-23 | Paper |
| The price of liquidity in constant leverage strategies | 2010-01-27 | Paper |
| Pricing of spread options on stochastically correlated underlyings | 2009-11-10 | Paper |
| Portfolio optimization when asset returns have the Gaussian mixture distribution | 2007-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5424416 | 2007-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3023870 | 2005-07-06 | Paper |
| Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis. | 2004-03-14 | Paper |
| Harmonic analysis in value at risk calculations. | 2002-10-29 | Paper |
| Principal Component Value at Risk | 2002-09-19 | Paper |
| PRINCIPAL COMPONENT VALUE AT RISK | 2001-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4510111 | 2000-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4524312 | 1999-01-01 | Paper |
| A functional calculus on the Heisenberg group and the boundary layer potential \(\square_+^{-1}\) for the \(\bar\partial\)-Neumann problem | 1998-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4371937 | 1998-01-21 | Paper |
| The spin of the ground state of an atom | 1998-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4342856 | 1997-10-27 | Paper |
| A number-theoretic estimate for the thomas-fermi density | 1996-09-18 | Paper |
| The eigenvalue sum for a three-dimensional radial potential | 1996-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4874518 | 1996-07-14 | Paper |
| Weyl sums and atomic energy oscillations | 1996-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4836270 | 1996-01-25 | Paper |
| The density in a three-dimensional radial potential | 1995-12-04 | Paper |
| On the Dirac and Schwinger corrections to the ground-state energy of an atom | 1995-09-21 | Paper |
| The density in a one-dimensional potential | 1994-12-18 | Paper |
| The eigenvalue sum for a one-dimensional potential | 1994-11-23 | Paper |
| A trigonometric sum relevant to the nonrelativistic theory of atoms. | 1994-08-17 | Paper |
| Aperiodicity of the Hamiltonian flow in the Thomas-Fermi potential | 1994-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3134908 | 1993-10-25 | Paper |
| Eigenvalues and eigenfunctions of ordinary differential operators | 1992-12-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4011819 | 1992-09-27 | Paper |
| The essential spectrum of Neumann Laplacians on some bounded singular domains | 1992-06-27 | Paper |
| On the energy of a large atom | 1990-01-01 | Paper |
| Bound on the ionization energy of large atoms | 1990-01-01 | Paper |
| Asymptotic neutrality of large ions | 1990-01-01 | Paper |
