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- 2013
-
Mark
Random fields and the geometry of Wiener space
(
- Contribution to journal › Article
- 2009
-
Mark
Analytical Approximation of Contingent Claims
(
- Thesis › Doctoral thesis (compilation)
- 2005
-
Mark
Numerical approximation for a white noise driven SPDE with locally bounded drift
(
- Contribution to journal › Article
- 2003
-
Mark
Hedging options: The Malliavin calculus approach versus the Delta-hedging approach
(
- Contribution to journal › Article
-
Mark
Welfare effects of controlling labor supply: an application of the stochastic Ramsey model
(
- Contribution to journal › Article
- 2002
-
Mark
A general approach to hedging options: Applications to barrier and partial barrier options
(
- Contribution to journal › Article
- 2000
-
Mark
Hedging lookback and partial lookback options using Malliavin calculus
(
- Contribution to journal › Article
- 1998
-
Mark
Essays on Lookback and Barrier Options - A Malliavin Calculus Approach
(
- Thesis › Doctoral thesis (compilation)