publication venue for
- Utility Indifference Pricing: A Time Consistent Approach. 20:304-326. 2013
- Stock Loans in Incomplete Markets. 20:118-136. 2013
- Indifference Pricing and Hedging for Volatility Derivatives. 14:303-317. 2007
- A generalized bootstrap method to determine the yield curve. 7:257-270. 2000