Publications
Recent Monographs
Stochastic Processes and Financial Mathematics
| Stochastische Prozesse und Finanzmathematik
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Wahrscheinlichkeitstheorie | Mathematische Statistik | ||
Mathematical Risk Analysis |
Preprints and working papers
- Monge-Kantorovich transportation problem, couplings and dependence models
- Stochastic analysis of algorithms
- Financial mathematics and risk measures
- Statistics
- Optimal Stopping
- Probability / Random fractals