| Publication | Date of Publication | Type |
|---|
| Sticky Feller diffusions | 2023-07-04 | Paper |
| Quickest Real-Time Detection of Multiple Brownian Drifts | 2023-05-09 | Paper |
| Quickest real-time detection of a Brownian coordinate drift | 2022-10-10 | Paper |
| Sticky Bessel diffusions | 2022-06-20 | Paper |
| Global \(C^1\) regularity of the value function in optimal stopping problems | 2021-03-18 | Paper |
| Optimal real-time detection of a drifting Brownian coordinate | 2021-03-18 | Paper |
| Obituary: Jørgen Hoffmann-Jørgensen (1942--2017) | 2020-06-21 | Paper |
| Continuity of the optimal stopping boundary for two-dimensional diffusions | 2019-03-20 | Paper |
| Optimal prediction of resistance and support levels | 2018-09-06 | Paper |
| Constrained Dynamic Optimality and Binomial Terminal Wealth | 2018-04-11 | Paper |
| Optimal mean-variance portfolio selection | 2017-03-07 | Paper |
| Stochastic differential equations for sticky Brownian motion | 2016-06-10 | Paper |
| Optimal mean-variance selling strategies | 2016-03-08 | Paper |
| Embedding laws in diffusions by functions of time | 2015-10-30 | Paper |
| Quickest detection of a hidden target and extremal surfaces | 2014-11-21 | Paper |
| A probabilistic solution to the Stroock-Williams equation | 2014-10-31 | Paper |
| The British call option | 2014-02-08 | Paper |
| Three-dimensional Brownian motion and the golden ratio rule | 2013-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3165390 | 2012-10-26 | Paper |
| The British Put Option | 2012-06-08 | Paper |
| Optimal detection of a hidden target: the median rule | 2012-06-01 | Paper |
| Predicting the ultimate supremum of a stable Lévy process with no negative jumps | 2012-01-09 | Paper |
| The British Russian Option | 2012-01-03 | Paper |
| The British Asian Option | 2010-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3582787 | 2010-08-24 | Paper |
| Optimal Stopping Games and Nash Equilibrium | 2010-04-26 | Paper |
| The law of the hitting times to points by a stable Lévy process with no negative jumps | 2009-11-20 | Paper |
| Selling a stock at the ultimate maximum | 2009-07-17 | Paper |
| Optimal Stopping Games for Markov Processes | 2009-03-27 | Paper |
| The law of the supremum of a stable Lévy process with no negative jumps | 2008-10-20 | Paper |
| Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift | 2008-10-17 | Paper |
| Predicting the last zero of Brownian motion with drift | 2008-05-15 | Paper |
| A Change-of-Variable Formula with Local Time on Surfaces | 2007-10-31 | Paper |
| The trap of complacency in predicting the maximum | 2007-05-08 | Paper |
| Optimal stopping with applications: an editorial prelude | 2007-03-30 | Paper |
| Principle of smooth fit and diffusions with angles | 2007-03-30 | Paper |
| The Wiener disorder problem with finite horizon | 2007-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493563 | 2006-10-23 | Paper |
| The Russian option: finite horizon | 2006-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3378055 | 2006-03-30 | Paper |
| A change-of-variable formula with local time on curves | 2005-12-14 | Paper |
| Maximum process problems in optimal control theory | 2005-09-05 | Paper |
| ON THE AMERICAN OPTION PROBLEM | 2005-08-17 | Paper |
| The Azéma-Yor embedding in non-singular diffusions. | 2005-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4473010 | 2004-07-07 | Paper |
| The Wiener Sequential Testing Problem with Finite Horizon | 2004-06-22 | Paper |
| On integral equations arising in the first-passage problem for Brownian motion | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4427401 | 2004-02-20 | Paper |
| On the Diffusion Coefficient: The Einstein Relation and Beyond | 2003-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4550924 | 2003-04-28 | Paper |
| Bounding the maximal height of a diffusion by the time elapsed | 2002-12-02 | Paper |
| Limit at zero of the Brownian first-passage density | 2002-12-01 | Paper |
| Sequential testing problems for Poisson processes. | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2752135 | 2002-05-05 | Paper |
| A Note on the Call-Put Parity and a Call-Put Duality | 2002-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2784224 | 2002-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2771994 | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2708943 | 2002-01-24 | Paper |
| MARKET FORCES AND DYNAMIC ASSET PRICING | 2002-01-01 | Paper |
| Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum | 2001-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4524744 | 2001-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2718881 | 2001-05-13 | Paper |
| Solving non–linear optimal stopping problems by the method of time–change | 2001-02-06 | Paper |
| Designing options given the risk: The optimal Skorokhod-embedding problem | 2001-01-17 | Paper |
| Optimal Stopping in the L log L -Inequality of Hardy and Littlewood | 2000-11-22 | Paper |
| Maximal inequalities for the Ornstein-Uhlenbeck process | 2000-09-03 | Paper |
| Optimal stopping of the maximum process: The maximality principle | 2000-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940317 | 2000-03-02 | Paper |
| Optimal stopping and maximal inequalities for geometric Brownian motion | 2000-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4249914 | 1999-10-25 | Paper |
| Optimal stopping inequalities for the integral of Brownian paths | 1999-04-08 | Paper |
| On the Russian option: The expected waiting time | 1999-01-21 | Paper |
| On the Brownian first-passage time over a one-sided stochastic boundary | 1999-01-21 | Paper |
| On Doob's maximal inequality for Brownian motion | 1999-01-14 | Paper |
| Optimal stopping and maximal inequalities for linear diffusions | 1999-01-14 | Paper |
| Maximal inequalities for Bessel processes | 1999-01-05 | Paper |
| Computing the expectation of the Azéma-Yor stopping times | 1999-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4387151 | 1998-10-13 | Paper |
| The integral analogue of the Hardy-Littlewood <i>L</i> log <i>L</i>-inequality for Brownian motion | 1998-10-11 | Paper |
| The the uniform mean-square ergodic theorem for wide sense stationary processes | 1998-09-01 | Paper |
| Extremal problems in the maximal inequalities of Khintchine | 1998-03-04 | Paper |
| Randomly Weighted Series of Contractions in Hilbert Spaces. | 1998-01-22 | Paper |
| On wald-type optimal stopping for Brownian motion | 1997-11-10 | Paper |
| Optimal Stopping in the L log L -Inequality of Hardy and Littlewood | 1997-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895987 | 1996-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4896571 | 1996-11-26 | Paper |
| On the exponential Orlicz norms of stopped Brownian motion | 1996-11-07 | Paper |
| The Existence of Measurable Approximating Maximums. | 1996-09-23 | Paper |
| The Khintchine inequalities and martingale expanding sphere of their action | 1996-09-03 | Paper |
| Best Constants in Kahane-Khintchine Inequalities for Complex Steinhaus Functions | 1996-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839454 | 1995-10-23 | Paper |
| The continuity principle in exponential type Orlicz spaces | 1995-09-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839455 | 1995-07-17 | Paper |
| Uniform convergence of reversed martingales | 1995-05-23 | Paper |
| Maximal inequalities of Kahane–Khintchine's type in Orlicz spaces | 1995-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4315049 | 1994-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4315053 | 1994-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4274912 | 1994-11-29 | Paper |
| Best constants in Kahane-Khintchine inequalities in Orlicz spaces | 1993-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4039390 | 1993-08-08 | Paper |
