| Publication | Date of Publication | Type |
|---|
| Parameter estimation in optional semimartingale regression models | 2023-10-31 | Paper |
| Massive evaluation and analysis of Poincaré recurrences on grids of initial data: a tool to map chaotic diffusion | 2023-04-25 | Paper |
| On comparison theorem for optional SDEs via local times and applications | 2022-07-08 | Paper |
| Optional decomposition of optional supermartingales and applications to filtering and finance | 2022-07-08 | Paper |
| Optimization of small deviation for mixed fractional Brownian motion with trend | 2022-07-05 | Paper |
| Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition | 2022-07-05 | Paper |
| On statistical estimation and inferences in optional regression models | 2021-08-04 | Paper |
| Quantile hedging in a defaultable market with life insurance applications | 2021-05-28 | Paper |
| Bachelier model with stopping time and its insurance application | 2020-08-03 | Paper |
| Optional Processes | 2020-06-18 | Paper |
| Quantile hedging in models with dividends and application to equity-linked life insurance contracts | 2020-04-29 | Paper |
| Martingale-like sequences in Banach lattices | 2019-10-08 | Paper |
| Efficient hedging for equity-linked life insurance contracts with stochastic interest rate | 2019-03-12 | Paper |
| On polynomial extension of t-distribution and its financial applications | 2019-03-12 | Paper |
| Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling | 2019-03-12 | Paper |
| On stocks and interest rates modeling in long-range dependent environment | 2019-03-12 | Paper |
| Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time | 2019-03-12 | Paper |
| GARCH option pricing models with Meixner innovations | 2019-01-23 | Paper |
| A comparison theorem for stochastic equations of optional semimartingales | 2018-08-29 | Paper |
| Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes | 2018-07-05 | Paper |
| On linear stochastic equations of optional semimartingales and their applications | 2017-10-06 | Paper |
| ON MEAN–VARIANCE HEDGING UNDER PARTIAL OBSERVATIONS AND TERMINAL WEALTH CONSTRAINTS | 2017-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4978471 | 2017-08-10 | Paper |
| Financial Markets in the Context of the General Theory of Optional Processes | 2017-02-03 | Paper |
| Bernstein's inequalities and their extensions for getting the Black-Scholes option pricing formula | 2016-04-22 | Paper |
| EFFICIENT HEDGING FOR DEFAULTABLE SECURITIES AND ITS APPLICATION TO EQUITY-LINKED LIFE INSURANCE CONTRACTS | 2016-01-08 | Paper |
| Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model | 2015-10-15 | Paper |
| Nonhomogeneous telegraph processes and their application to financial market modeling | 2015-08-20 | Paper |
| On drift parameter estimation in models with fractional Brownian motion | 2015-07-20 | Paper |
| Stochastic viability and comparison theorems for mixed stochastic differential equations | 2015-04-16 | Paper |
| Quantile hedging on equity-linked life insurance contracts with transaction costs | 2015-01-28 | Paper |
| Polynomial extensions of distributions and their applications in actuarial and financial modeling | 2014-09-22 | Paper |
| Dynamic hedging of conditional value-at-risk | 2014-04-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925748 | 2013-06-12 | Paper |
| On pricing and hedging in financial markets with long-range dependence | 2013-02-26 | Paper |
| Risk Analysis in Finance and Insurance | 2011-05-19 | Paper |
| On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion | 2011-04-06 | Paper |
| On Comparison Theorem and its Applications to Finance | 2010-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325302 | 2009-08-08 | Paper |
| On a property of multidimensional normal distributions and its application to the computation of options | 2009-01-19 | Paper |
| EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS | 2008-08-26 | Paper |
| On the rotational dynamics of Prometheus and Pandora | 2008-06-25 | Paper |
| On financial markets based on telegraph processes | 2008-05-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310913 | 2007-10-15 | Paper |
| Quantile hedging and its application to life insurance | 2007-08-10 | Paper |
| Quantile hedging of equity-linked life insurance policies | 2007-06-27 | Paper |
| Efficient hedging of equity-linked life insurance policies | 2007-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3441240 | 2007-05-29 | Paper |
| Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts | 2007-01-09 | Paper |
| Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model | 2005-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5692138 | 2005-09-27 | Paper |
| On option pricing in binomial market with transaction costs | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4454236 | 2004-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4445486 | 2004-02-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4445489 | 2004-02-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4435489 | 2003-11-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4405878 | 2003-06-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802404 | 2003-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3149692 | 2002-09-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2741111 | 2002-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2762650 | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2737030 | 2001-09-11 | Paper |
| Martingale Models of Stochastic Approximation and Their Convergence | 2001-05-02 | Paper |
| On the Mean-Variance Hedging Problem | 2000-06-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4244438 | 1999-05-30 | Paper |
| Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation | 1998-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356493 | 1997-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845597 | 1995-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845598 | 1995-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322829 | 1995-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322830 | 1995-06-29 | Paper |
| Consistent statistical estimation in semimartingale models of stochastic approximation | 1994-04-26 | Paper |
| On a class of stochastic differential equations arising from the stochastic approximation theory | 1994-03-27 | Paper |
| On the probabilities of “large deviations” for multidimensional martingales | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3358094 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3479297 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3497070 | 1989-01-01 | Paper |
| The Disorder Problem for Semimartingales | 1988-01-01 | Paper |
| Sequential Inferences with Prescribed Accuracy for Semimartingales | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3817477 | 1988-01-01 | Paper |
| Procedures of stochastic approximation in statistics of semimartingale type of processes | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3492694 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3742434 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3687446 | 1985-01-01 | Paper |
| Gronwall's lemma and stochastic equations for components of semimartingales | 1983-01-01 | Paper |
| Stochastic equations and krylov's estimates for semimartingales | 1983-01-01 | Paper |
| Martingale-Like Stochastic Sequences and Processes | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3959882 | 1982-01-01 | Paper |
| On properties of strong solutions of stochastic equations with respect to semimartingales | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3966874 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4743522 | 1982-01-01 | Paper |
| ON THE THEORY OF STOCHASTIC EQUATIONS IN COMPONENTS OF SEMIMARTINGALES | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3949754 | 1981-01-01 | Paper |
| On Strong Solutions of Stochastic Differential Equations with Nonsmooth Coefficients | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3875042 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4179617 | 1979-01-01 | Paper |
