List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A transformation for spectrally negative Lévy processes and applications | 2022-10-07 | Paper |
| Option pricing in a one-dimensional affine term structure model via spectral representations SIAM Journal on Financial Mathematics | 2018-08-10 | Paper |
| Smoothness of continuous state branching with immigration semigroups Journal of Mathematical Analysis and Applications | 2017-12-12 | Paper |
| A transformation for L\'evy processes with one-sided jumps and applications | 2010-10-19 | Paper |
| Equilibrium pricing bounds on option prices Mathematics and Financial Economics | 2008-09-04 | Paper |
| Production planning and inventories optimization: A backward approach in the convex storage cost case Journal of Mathematical Economics | 2008-07-11 | Paper |
| Production planning and inventories optimization with a general storage cost function. Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2003-09-07 | Paper |
Research outcomes over time
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