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2. On the Existence of Martingale Measures in Jump Diffusion Market Models. (2015). Runggaldier, Wolfgang J ; Mancin, Jacopo.
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3. A benchmark approach to risk-minimization under partial information. (2014). Cretarola, Alessandra ; Colaneri, Katia ; Ceci, Claudia.
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7. Alternative Defaultable Term Structure Models. (2009). Schlogl, Erik ; Platen, Eckhard ; Nikitopoulos-Sklibosios, Christina.
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8. Strict Local Martingales in Continuous Financial Market Models. (2009). Hulley, Hardy.
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9. Strict Local Martingales in Continuous Financial Market Models. (2009). Hulley, Hardy.
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10. Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models. (2007). Platen, Eckhard ; Nikitopoulos-Sklibosios, Christina.
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11. Sharpe Ratio Maximization and Expected Utility when Asset Prices have Jumps. (2005). Platen, Eckhard ; Christensen, Morten.
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12. Capital Asset Pricing for Markets with Intensity Based Jumps. (2004). Platen, Eckhard.
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1. Exploring Optimisation Strategies Under Jump-Diffusion Dynamics. (2025). Fraccarolo, Nicola ; di Persio, Luca.
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2. Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return. (2022). Hatemi-J, Abdulnasser ; El-Khatib, Youssef ; Hajji, Mohamed Ali.
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3. Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods. (2021). Hatemi-J, Abdulnasser ; Taha, Viyan.
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4. Optimal Risk Sharing in Society. (2021). Aase, Knut.
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5. Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market. (2021). Jin, Zhuo ; Li, Shuanming ; Liu, Guo.
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6. Household Lifetime Strategies under a Self-Contagious Market. (2021). Jin, Zhuo ; Li, Shuanming ; Liu, Guo.
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7. Robust consumption and portfolio policies when asset prices can jump. (2019). Ait-Sahalia, Yacine ; Matthys, Felix.
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8. Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return. (2019). Hatemi-J, Abdulnasser ; El-Khatib, Youssef ; Hajji, Mohamed Ali.
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9. An Equilibrium Capital Asset Pricing Model in Markets with Price Jumps and Price Bubbles. (2018). Jarrow, Robert.
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10. Optimal Portfolio in Intraday Electricity Markets Modelled by L\evy-Ornstein-Uhlenbeck Processes. (2018). Vargiolu, Tiziano ; Piccirilli, Marco.
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11. Portfolio selection: An alternative approach. (2015). Hatemi-J, Abdulnasser ; El-Khatib, Youssef.
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12. Portfolio Selection: A Review. (2014). Detemple, Jerome.
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13. Mean–Variance portfolio selection in presence of infrequently traded stocks. (2014). Cerqueti, Roy ; Castellano, Rosella.
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14. Partial information about contagion risk, self-exciting processes and portfolio optimization. (2014). Meinerding, Christoph ; Branger, Nicole ; Kraft, Holger.
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16. Portfolio Choice in Markets with Contagion. (2012). Ait-Sahalia, Yacine ; Hurd, T. R..
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17. Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets. (2011). Prokopczuk, Marcel.
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19. Pricing Rare Event Risk in Emerging Markets. (2006). Gallmeyer, Michael ; Dieckmann, Stephan.
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20. “Itô’s Lemma“ and the Bellman Equation for Poisson Processes: An Applied View. (2006). Wälde, Klaus ; Walde, Klaus ; Sennewald, Ken .
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21. Itos Lemma and the Bellman equation for Poisson processes: An applied view. (2005). Wälde, Klaus ; Walde, Klaus ; Sennewald, Ken .
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22. Itôs Lemma and the Bellman equation: An applied view. (2005). Wälde, Klaus ; Walde, Klaus ; Sennewald, Ken .
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23. Controlled Stochastic Differential Equations under Poisson Uncertainty and with Unbounded Utility. (2005). Sennewald, Ken .
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24. The equilibrium allocation of diffusive and jump risks with heterogeneous agents. (2005). Gallmeyer, Michael ; Dieckmann, Stephan.
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25. A General Benchmark Model for Stochastic Jump Sizes. (2004). Platen, Eckhard ; Christensen, Morten.
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26. Optimal Portfolio and Consumption in a Switching Diffusion Market. (2004). Cajueiro, Daniel ; Yoneyama, Takashi.
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27. Systemic Risk and International Portfolio Choice. (2002). Uppal, Raman ; Das, Sanjiv.
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28. Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs. (2001). Framstad, Nils ; Framstad, Nils Chr., ; Oksendal, Bernt ; Sulem, Agnes.
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