| Publication | Date of Publication | Type |
|---|
| Augmenting Markets with Mechanisms | 2022-11-16 | Paper |
| Credit risk modeling with affine processes | 2019-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5226713 | 2019-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4586561 | 2017-10-27 | Paper |
| Reprint of: ``Information percolation in segmented markets | 2015-12-15 | Paper |
| Information percolation in segmented markets | 2014-09-08 | Paper |
| Book Review: Stochastic calculus for finance | 2014-07-29 | Paper |
| Capital Mobility and Asset Pricing | 2013-11-08 | Paper |
| The exact law of large numbers for independent random matching | 2012-05-14 | Paper |
| The relative contributions of private information sharing and public information releases to information aggregation | 2010-07-08 | Paper |
| Information Percolation With Equilibrium Search Dynamics | 2009-12-21 | Paper |
| Information Percolation | 2008-11-18 | Paper |
| Existence of independent random matching | 2008-01-18 | Paper |
| Over-the-Counter Markets | 2006-10-24 | Paper |
| Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals | 2006-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4682145 | 2005-06-10 | Paper |
| Large portfolio losses | 2004-11-24 | Paper |
| Affine processes and applications in finance | 2004-03-21 | Paper |
| Universal state prices and asymmetric information. | 2003-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4794153 | 2003-02-17 | Paper |
| Transform Analysis and Asset Pricing for Affine Jump-diffusions | 2002-05-28 | Paper |
| Term Structures of Credit Spreads with Incomplete Accounting Information | 2002-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2760402 | 2002-01-06 | Paper |
| Analytical value-at-risk with jumps and credit risk | 2001-07-11 | Paper |
| A YIELD‐FACTOR MODEL OF INTEREST RATES | 1999-02-23 | Paper |
| A Liquidity-based Model of Security Design | 1999-01-01 | Paper |
| Black, Merton and Scholes - Their Central Contributions to Economics | 1998-12-15 | Paper |
| Hedging in incomplete markets with HARA utility | 1998-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4389634 | 1998-05-18 | Paper |
| Optimal Investment With Undiversifiable Income Risk | 1998-01-21 | Paper |
| Efficient Monte Carlo simulation of security prices | 1997-11-27 | Paper |
| From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1 | 1997-08-31 | Paper |
| Recursive valuation of defaultable securities and the timing of resolution of uncertainty | 1997-05-12 | Paper |
| A term structure model with preferences for the timing of resolution of uncertainty | 1997-02-04 | Paper |
| Incomplete security markets with infinitely many states: An introduction | 1996-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4887229 | 1996-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866228 | 1996-07-24 | Paper |
| Stationary Markov Equilibria | 1996-01-17 | Paper |
| Black's consol rate conjecture | 1996-01-15 | Paper |
| Financial market innovation and security design: An introduction | 1995-05-15 | Paper |
| Multi-factor term structure models | 1995-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4324326 | 1995-02-23 | Paper |
| Continuous-time security pricing. A utility gradient approach | 1994-05-05 | Paper |
| Efficient and equilibrium allocations with stochastic differential utility | 1994-05-05 | Paper |
| Arbitrage pricing of Russian options and perpetual lookback options | 1994-03-17 | Paper |
| Simulated Moments Estimation of Markov Models of Asset Prices | 1993-12-20 | Paper |
| PDE solutions of stochastic differential utility | 1993-06-29 | Paper |
| Pricing continuously resettled contingent claims | 1993-01-16 | Paper |
| Stochastic Differential Utility | 1992-09-26 | Paper |
| Mean-variance hedging in continuous time | 1992-06-25 | Paper |
| Corporate financial hedging with proprietary information | 1991-01-01 | Paper |
| Optimal hedging and equilibrium in a dynamic futures market | 1990-01-01 | Paper |
| Transactions costs and portfolio choice in a discrete-continuous-time setting | 1990-01-01 | Paper |
| The Consumption-Based Capital Asset Pricing Model | 1989-01-01 | Paper |
| An extension of the Black-Scholes model of security valuation | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3811988 | 1988-01-01 | Paper |
| Stochastic equilibria with incomplete financial markets | 1987-01-01 | Paper |
| Equilibrium in incomplete markets. I: A basic model of generic existence | 1986-01-01 | Paper |
| Multiperiod security markets with differential information | 1986-01-01 | Paper |
| Equilibrium in incomplete markets. II: Generic existence in stochastic economies | 1986-01-01 | Paper |
| Competitive equilibria in general choice spaces | 1986-01-01 | Paper |
| Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis | 1986-01-01 | Paper |
| Diffusion Approximation in Arrow’s Model of Exhaustable Resources | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3675265 | 1985-01-01 | Paper |
| Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities | 1985-01-01 | Paper |
