| Publication | Date of Publication | Type |
|---|
| Old problems, classical methods, new solutions | 2024-09-06 | Paper |
| Multilayer heat equations: application to finance | 2022-08-30 | Paper |
| Multilayer heat equations and their solutions via oscillating integral transforms | 2022-06-17 | Paper |
| Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary | 2021-12-08 | Paper |
| Generalized Integral Transforms in Mathematical Finance | 2021-11-10 | Paper |
| On the first hitting time density for a reducible diffusion process | 2021-06-02 | Paper |
| Blockchain and Distributed Ledgers | 2021-04-02 | Paper |
| A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES | 2021-03-16 | Paper |
| OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS | 2020-08-05 | Paper |
| Transition Probability of Brownian Motion in the Octant and its Application to Default Modelling | 2019-05-15 | Paper |
| THE BROAD CONSEQUENCES OF NARROW BANKING | 2019-03-15 | Paper |
| Structural default model with mutual obligations | 2018-11-09 | Paper |
| On the First Hitting Time Density of an Ornstein-Uhlenbeck Process | 2018-10-04 | Paper |
| Modern monetary circuit theory, stability of interconnected banking network, and balance sheet optimization for individual banks | 2016-10-24 | Paper |
| Efficient solution of structural default models with correlated jumps and mutual obligations | 2016-04-29 | Paper |
| Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results | 2015-04-23 | Paper |
| Pricing credit default swaps with bilateral value adjustments | 2014-09-05 | Paper |
| ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS | 2013-04-22 | Paper |
| Credit default swaps with and without counterparty and collateral adjustments | 2012-12-13 | Paper |
| Dynamic credit models | 2012-01-25 | Paper |
| Predictability and unpredictability in financial markets | 2010-09-11 | Paper |
| Stochastic volatility models and Kelvin waves | 2008-09-09 | Paper |
| On the spectrum of hyperbolic flows | 2007-08-15 | Paper |
| A new class of instabilities of rotating fluids | 2004-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4440480 | 2004-01-05 | Paper |
| Exact description of the spectrum of elliptical vortices in hydrodynamics and magnetohydrodynamics | 2003-11-18 | Paper |
| Mathematical methods for foreign exchange. A financial engineer's approach | 2002-01-22 | Paper |
| Solutions of the Euler equations near the Riemann ellipsoids | 2001-11-02 | Paper |
| Three-dimensional instabilities of standing waves in rotating fluids | 2001-08-13 | Paper |
| How to use self-similarities to discover similarities of path-dependent options | 2001-01-01 | Paper |
| A new class of instabilities of rotating flows | 2000-01-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4245118 | 1999-09-15 | Paper |
| Asymptotic Analysis of Secondary Instabilities of Rotating Fluids | 1998-10-18 | Paper |
| Short-wavelength instabilities of Riemann ellipsoids | 1998-04-29 | Paper |
| A numerical and analytical study of vortex rings with swirl | 1997-04-08 | Paper |
| The onset of instability in exact vortex rings with swirl | 1997-02-23 | Paper |
| On the instability of certain motions of an ideal incompressible fluid | 1995-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4273536 | 1994-06-13 | Paper |
| Localized instabilities of vortex rings with swirl | 1994-05-10 | Paper |
| Multiconstrained variational problems in magnetohydrodynamics: Equilibrium and slow evolution | 1993-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4040679 | 1993-06-05 | Paper |
| Short wavelength instabilities of rotating, compressible fluid masses | 1992-11-10 | Paper |
| Local stability conditions in fluid dynamics | 1992-09-26 | Paper |
| A determination of the number of caterpillars | 1985-01-01 | Paper |
