Old Work

Dynamic Contracting: Accident Leads to Nonlinear Contracts (with C. Frei). SIAM Journal of Financial Mathematics, Vol. 6, No. 1, 959–983, 2015.

Optimal Contracting with Effort and Misvaluation (with J. Cvitanic and T. Yolcu). Mathematics and Financial Economics, Vol. 7, No. 1, pp. 93–128, 2013.

A Variational Approach to Contracting under Imperfect Observations (with J. Cvitanic and T. Yolcu). SIAM Journal of Financial Mathematics, Vol. 3, No. 1, pp. 605–638, 2012.

Stochastic Filtering for Diffusion Processes with Level Crossings (with I. Fatkullin and L. Shi). IEEE Transactions on Automatic Control, Vol. 56, pp. 2201–2206, 2011.

A Convex Optimization Approach to Filtering in Jump Systems with State Dependent Transition Probabilities. Automatica, Vol. 46, pp. 383–389, 2010.

Credit Risk Modeling with Misreporting and Incomplete Information. International Journal of Theoretical and Applied Finance, Vol. 12, No. 1, 2009.