| Publication | Date of Publication | Type |
|---|
| Climate risk in structural credit models | 2024-09-25 | Paper |
Multivariate elliptic processes
Statistica Neerlandica | 2024-07-16 | Paper |
Volatility and liquidity on high-frequency electricity futures markets: empirical analysis and stochastic modeling
International Journal of Theoretical and Applied Finance | 2020-08-05 | Paper |
Structural electricity models and asymptotically normal estimators to quantify parameter risk
Applied Mathematical Finance | 2020-02-24 | Paper |
Time-varying copula models for financial time series
Advances in Applied Probability | 2019-09-23 | Paper |
On the construction of hourly price forward curves for electricity prices
Computational Management Science | 2019-02-18 | Paper |
Semi-parametric modelling in finance: theoretical foundations
Quantitative Finance | 2019-01-14 | Paper |
A semi-parametric approach to risk management
Quantitative Finance | 2019-01-14 | Paper |
Pricing options on EU ETS certificates with a time-varying market price of risk model
Stochastics of Environmental and Financial Economics | 2016-04-22 | Paper |
Valuation of structured financial products by adaptive multiwavelet methods in high dimensions
Extraction of Quantifiable Information from Complex Systems | 2015-06-18 | Paper |
Modeling the forward surface of mortality
SIAM Journal on Financial Mathematics | 2013-01-25 | Paper |
On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
ASTIN Bulletin | 2010-06-21 | Paper |
A two-factor model for the electricity forward market
Quantitative Finance | 2009-09-13 | Paper |
Fair valuation of insurance contracts under Lévy process specifications
Insurance Mathematics & Economics | 2008-08-22 | Paper |
Risk-neutral valuation of participating life insurance contracts
Insurance Mathematics & Economics | 2006-10-31 | Paper |
Risk-neutral valuation. Pricing and hedging of financial derivatives.
Springer Finance | 2004-10-12 | Paper |
| scientific article; zbMATH DE number 2095966 (Why is no real title available?) | 2004-08-31 | Paper |
Nonparametric statistical methods and the pricing of derivative securities
Journal of Applied Mathematics and Decision Sciences | 2002-08-28 | Paper |
| scientific article; zbMATH DE number 1780440 (Why is no real title available?) | 2002-08-13 | Paper |
A large deviation principle for weighted sums of independent identically distributed random variables
Journal of Mathematical Analysis and Applications | 2001-08-30 | Paper |
| scientific article; zbMATH DE number 1538072 (Why is no real title available?) | 2001-01-18 | Paper |
| scientific article; zbMATH DE number 1244321 (Why is no real title available?) | 1999-01-24 | Paper |
Strong laws and summability for \(\varphi\)-mixing sequences of random variables
Journal of Theoretical Probability | 1998-11-01 | Paper |
Risk-neutral valuation: Pricing and hedging of financial derivatives
Springer Finance | 1998-08-31 | Paper |
Strong laws and summability for sequences of \(\varphi\)-mixing random variables in Banach spaces
Electronic Communications in Probability | 1998-03-09 | Paper |
Strong laws and summability for sequences of \(\varphi\)-mixing random variables in Banach spaces
Electronic Communications in Probability | 1998-03-09 | Paper |
The law of the iterated logarithm for certain power series and generalized Nörlund methods
Mathematical Proceedings of the Cambridge Philosophical Society | 1998-02-10 | Paper |
Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables
Journal of Theoretical Probability | 1997-12-18 | Paper |
On Scales of Summability Methods
Mathematische Nachrichten | 1996-08-19 | Paper |
ABSOLUTE φ -SUMMABILITY FACTORS WITH A POWER FOR Aα -METHODS
Analysis | 1996-08-14 | Paper |
Tauberian- and Convexity Theorems for Certain (N,p,q)-Means
Canadian Journal of Mathematics | 1995-06-08 | Paper |
Weighted means and summability by generalized Nörlund and other methods
Journal of Mathematical Analysis and Applications | 1995-03-12 | Paper |
Absolute \(\varphi\)-convergence factors with a power
The Journal of Analysis | 1994-08-11 | Paper |
General Nörlund transforms and power series methods
Mathematische Zeitschrift | 1994-07-11 | Paper |
Power series methods and almost sure convergence
Mathematical Proceedings of the Cambridge Philosophical Society | 1993-09-20 | Paper |
| scientific article; zbMATH DE number 51616 (Why is no real title available?) | 1992-09-18 | Paper |
Tauberian theorems for general power series methods
Mathematical Proceedings of the Cambridge Philosophical Society | 1992-06-27 | Paper |
