Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
10.1137/20M1314823 | SIAM Journal on Control and Optimization |
| 2021 | |
A semigroup approach to nonlinear Lévy processes | Stochastic Processes and their Applications |
| 16 | 2020 |
A risk-neutral equilibrium leading to uncertain volatility pricing | Finance and Stochastics |
| 10 | 2018 |
Kolmogorov-type and general extension results for nonlinear expectations | Banach Journal of Mathematical Analysis |
| 12 | 2018 |
Nonlinear Lévy processes and their characteristics | Transactions of the American Mathematical Society |
| 37 | 2017 |