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1 |
The $$L^2$$ L 2 gradient flow of the Bass functional in martingale optimal transport Enthalten in Mathematics and financial economics 23.8.2025: 1-22
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2 |
Theoretical and empirical analysis of trading activity Enthalten in Mathematical programming 26.10.2018: 1-30
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3 |
Advanced Financial Modelling Berlin/Boston : De Gruyter, 2009
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4 |
The mathematics of arbitrage Delbaen, Freddy. - Berlin : Springer, 2008, Corr. 2. print.
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5 |
The mathematics of arbitrage Delbaen, Freddy. - Berlin : Springer, 2006
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6 |
Necessary conditions for the existence of utility maximizing strategies under transaction costs Enthalten in Statistics & risk modeling Bd. 22, 2004, Nr. 2: 153-170
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7 |
Lectures on probability theory and statistics Berlin : Springer, 2003
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8 |
Utility maximization in incomplete markets with random endowment Enthalten in Finance and stochastics Bd. 5, Nr. 2, date:04.2001: 259-272
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9 |
Weighted norm inequalities and hedging in incomplete markets Enthalten in Finance and stochastics Bd. 1, Nr. 3, date:07.1997: 181-227
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10 |
A general version of the fundamental theorem of asset pricing Enthalten in Mathematische Annalen Bd. 300, Nr. 1, date:9.1994: 463-520
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