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Publications in Uncertainty

The Challenge of Functional Magnetic Resonance Imaging

Journal of Computational and Graphical Statistics

Discrete Mathematics

English

Bayesian Methods for Wavelet Series in Single-Index Models

Journal of Computational and Graphical Statistics

Discrete Mathematics

English

Laplace Expansions in Markov Chain Monte Carlo Algorithms

Journal of Computational and Graphical Statistics

Discrete Mathematics

English

On the Power for Linkage Detection Using a Test Based on Scan Statistics

English

American Parisian Options

Finance and Stochastics

English

Hedging of American Options Under Transaction Costs

Finance and Stochastics

English

Valuation of Default-Sensitive Claims Under Imperfect Information

Finance and Stochastics

English

A Note on the Existence of Unique Equivalent Martingale Measures in a Markovian Setting

Finance and Stochastics

English

Risk Aversion and the Dynamics of Optimal Liquidation Strategies in Illiquid Markets

Finance and Stochastics

English

Inf-Convolution of Risk Measures and Optimal Risk Transfer

Finance and Stochastics

English