| Publication | Date of Publication | Type |
|---|
| Superhedging Supermartingales | 2023-12-22 | Paper |
No-arbitrage symmetries
Acta Mathematica Scientia. Series B. (English Edition) | 2022-06-24 | Paper |
International portfolio choice under multi-factor stochastic volatility
Quantitative Finance | 2022-05-27 | Paper |
| Conditional Non-Lattice Integration, Pricing and Superhedging | 2021-05-25 | Paper |
| Model-Free Finance and Non-Lattice Integration | 2021-05-21 | Paper |
| Trajectorial market models: arbitrage and pricing intervals | 2019-08-06 | Paper |
Trajectorial market models: arbitrage and pricing intervals
(available as arXiv preprint) | 2019-08-06 | Paper |
| Trajectory based market models: evaluation of minmax price bounds | 2019-03-01 | Paper |
Optimal investment under multi-factor stochastic volatility
Quantitative Finance | 2018-11-19 | Paper |
Trajectorial martingale transforms. Convergence and integration
The New York Journal of Mathematics | 2018-10-17 | Paper |
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
| Trajectory based market models, evaluation of minmax price bounds | 2018-04-05 | Paper |
Trajectory based market models, evaluation of minmax price bounds
(available as arXiv preprint) | 2018-04-05 | Paper |
Trajectory-based models, arbitrage and continuity
International Journal of Theoretical and Applied Finance | 2016-05-17 | Paper |
Three dimensional distribution of Brownian motion extrema
Stochastics | 2014-04-17 | Paper |
Efficient hedging of options with probabilistic Haar wavelets
ISRN Probability and Statistics | 2013-06-03 | Paper |
Arbitrage and hedging in a non probabilistic framework
Mathematics and Financial Economics | 2013-02-26 | Paper |
Adaptive martingale approximations
The Journal of Fourier Analysis and Applications | 2009-10-14 | Paper |
Ideal denoising for signals in sub-Gaussian noise
Applied and Computational Harmonic Analysis | 2008-02-14 | Paper |
LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES
International Journal of Theoretical and Applied Finance | 2005-10-18 | Paper |
Algorithm 820
ACM Transactions on Mathematical Software | 2005-07-21 | Paper |
Lower bounds for generalized upcrossings of ergodic averages
Illinois Journal of Mathematics | 2003-10-16 | Paper |
Averages of best wavelet basis estimates for denoising
Journal of Computational and Applied Mathematics | 2003-02-04 | Paper |
Pointwise asymptotics for the jumps of ergodic averages
The New York Journal of Mathematics | 2001-07-09 | Paper |
Pointwise asymptotics for the jumps of ergodic averages
The New York Journal of Mathematics | 2001-07-09 | Paper |
Probabilistic matching pursuit with Gabor dictionaries.
Signal Processing | 2000-10-26 | Paper |
On the sequences that are good in the mean for positive \(L_p\)-contractions, \(1\leq p<\infty\)
Illinois Journal of Mathematics | 1999-11-14 | Paper |
Upcrossing inequalities for powers of nonlinear operators and Chacon processes
Boletín de la Sociedad Matemática Mexicana. Third Series | 1999-07-07 | Paper |
| scientific article; zbMATH DE number 936371 (Why is no real title available?) | 1997-07-20 | Paper |
On Hamel bases in Banach spaces
Studia Mathematica | 1997-04-24 | Paper |
Moving Ergodic Theorems for Superadditive Processes
Canadian Journal of Mathematics | 1996-04-17 | Paper |
