List of Publications
Monographs
| 11. | Stochastic Processes and Financial Mathematics Mathematics Study Resources, Springer 2023 |
| 10. | Stochastische Prozesse und Finanzmathematik Springer-Lehrbuch Masterclass Springer 2020 |
| 9. | Wahrscheinlichkeitstheorie Springer-Lehrbuch Masterclass Springer 2016 |
| 8. | Mathematische Statistik Springer-Lehrbuch Masterclass. Springer 2014 |
| 7. | Mathematical Risk Analysis Dependence, Risk Bounds, Optimal Allocations and Portfolios. Springer 2013 |
| 6. | Mass Transportation Problems. Vol. II: Applications. Coauthor: S. T. Rachev. Springer 1998 |
| 5. | Mass Transportation Problems. Vol. I: Theory Coauthor: S. T. Rachev. Springer 1998 |
| 4. | Distributions with Fixed Marginals and Related Topics. Coauthors: B. Schweizer, D. Taylor. IMS Lecture Notes – Monograph Series Vol. 28 (1996) |
| 3. | Asymptotische Statistik. Skripten zur Mathematischen Statistik 13, Univ. Münster 1987. Neuauflage: Teubner Skripten zur Mathematischen Stochastik, 1988 |
| 2. | Vergleich von Zufallsvariablen bzgl. integralinduzierter Anordnungen. Habilitationsschrift, RWTH Aachen, 1980 |
| 1. | Verteilungskonvergenz in Φ-mischenden Prozessen mit Anwendungen für Order- und Rangstatistiken. Dissertation 1974, Hamburg |
Articles
| 233 | Coskewness under dependence uncertainty. Coauthors: C.Bernard, J.Chen and S.Vanduffel. Preprint (2023) (pdf). To appear in: Statistics Probability Letters (2023) |
| 232 | Markov projection of semimartingales-application to comparison results .Coauthor : B.Köpfer .Preprint (2022) (pdf). To appear in :Stochastc Processes and their Applications (2023) |
| 231 | General comparison results for factor models.Coauthor : J. Ansari , Preprint (2022) , (pdf). To appear in: J.Mult.Analysis (2023) |
| 230 | European and Asian Greeks for exponential Levy-Processes .Coauthor : A. Hudde ,Preprint (2021).To appear in : Journal Computational Applied Probability (2023) (pdf) |
| 229 | General construction and classes of L^1 -optimal couplings.Coauthor:G.Puccetti,Preprint (2020), Bernoulli 29.2023,839-874 (2023),(pdf) |
| 228 | Sklar`s Theorem,copula products and ordering results in factor models .Coauthor:J.Ansari.(2020).Dependence Modeling, 9, 267 - 306, (2021 ), (pdf) |
227. | On a synchronization problem with multiple instances. Coauthors: D. Cornilly, G. Puccetti and S. Vanduffel. Preprint (2020). Journal Computational and Applied Mathematics 400 (2022)( pdf ) |
| 226. | Computation of Wasserstein barycenters via the swapping algorithmn. Coauthors: G. Puccetti and S. Vanduffel, Preprint (2018), JMVA 182 (2021), (pdf ) |
| 225. | Fair allocation of indivisible goods with minimum inequality or minimum envy criteria. Coauthors: D. Cornilly, G. Puccetti and S. Vanduffel, Preprint (2019). European Journal of Operations Research 297,741-754(2022)( pdf ) |
| 224. | Comparison of Markov processes by the martingale comparison method. Coauthor: B. Köpfer. Preprint (2019). Journal Appl. Probab. 58 (2021) 164-176 ( pdf ) |
| 223. | Ordering results in classes of elliptical distributions with applications to risk bounds. Coauthor: J. Ansari. Preprint (2020). Journal Mult. Analysis 182 (2021) |
| 222. | Comparison of path-dependent functions of semimartingales. Coauthor: B. Köpfer. Preprint (2019) (pdf) |
| 221. | On the construction of optimal payoffs. Coauthor: S. Vanduffel. Preprint (2017), Decisions in Economics and Finance 43,129–153 (2020) (SSRN) |
| 220. | Functional,randomized and smoothed multivariate quantile regions. Coauthor: O. Faugeras. Preprint (2019).To appear in:Journal Mult.Analysis 186 (2021) |
| 219. | Generalized statistical arbitrage concepts and related gain strategies. Coauthors: C. Rein, T. Schmidt. Preprint 2019 (pdf): Math.Finance 31 (2021) 563-594 |
| 218. | Comparison of path-independent functions of semimartingales. Coauthor: B. Köpfer, Preprint (2019) (pdf) |
| 217. | Upper risk bounds in internal factor models with constrained specification sets. Coauthor: J. Ansari, Probability, Uncertainty and Quantitative Risk 5 (2020) (pdf) |
216. | Analysis of risk bounds in partially specified additive factor models. Insurance Mathematics and Economics 86 (2019) 115–121 |
| 215. | On the computation of Wasserstein barycenters. Coauthors: G. Puccetti, S. Vanduffel. Preprint (November 2018), Journal Multivariate Analysis 176 (2020) (SSRN: https://ssrn.com/abstract=3276147) |
| 214. | Ordering of risk bounds in factor models. Coauthor: J. Ansari. Dependence Modeling 6 (2018), 259–287 (pdf) |
| 213. | Risk bounds with additional information on fuctionals of the risk vector. Dependence Modeling 6 (2018), 102–113 (pdf) |
| 212. | Weighted NPMLE for the subdistribution of a competing risk. Coauthors: A. Bellach, M. R. Kosorok, J. P. Fine. Journal of the American Statistical Association (2017) (doi:10.1080/01621459.2017.1401540) |
| 211. | Value-at-Risk bounds with variance constraints. Coauthors: C. Bernard, S. Vanduffel. Preprint (October 2013) (SSRN). The Jourmal of Risk and Insurance 84 (3) (2017), 923–959 (doi:10.1111/jori.12108) |
| 210. | Upper bounds for concave distortion risk measures on moment spaces. Coauthors: D. Cornilly, S. Vanduffel. Insurance, Mathematics and Economics (IME), 82 (2018), 141–151 (pdf) |
| 209. | Risk excess measures induced by hemi-metrics. Coauthor: O. P. Faugeras. Probability, Uncertainty and Quantitative Risk 3 (2018) (pdf) |
| 208. | Value-at-Risk bounds with two-sided dependence information. Coauthor: T. Lux. Preprint (2017). Mathematical Finance 29 (2018), 967–1000 (pdf) |
| 207 | Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor. Coauthor: J. Ansari. Methodology and Computing in Applied Probability 20(3) (2016), 1–22 (doi:10.1007/s11009-016-9536-1) |
| 206. | VaR bounds in models with partial dependence information on subgroups. Coauthor: J. Witting. Preprint (2016) (pdf). Dependence Modeling 5 (1) (2017), 59–74 (doi:10.1515/demo-2017-0004) |
| 205. | Risk bounds and partial dependence information. Preprint (2016) (pdf). In: From Statistics to Mathematical Finance. Festschrift in Honour of Winfried Stute. Eds: D. Ferger, W. González Manteiga, T. Schmidt, J.-L. Wang, Springer (2017), 345–366 (doi:10.1007/978-3-319-50986-0) |
| 204. | VaR bounds for joint portfolios with dependence constraints. Coauthors: G. Puccetti, D. Manko. Preprint (2016) (SSRN). Dependence Modeling 4 (2016), 368–381 |
| 203. | Improved Hoeffding–Fréchet bounds and applications to VaR estimates. Preprint (2016) (pdf). In: Copulas and Dependence Models with Applications. Contributions in Honor of Roger B. Nelsen. Eds: M. Úbeda Flores, E. de Amo Artero, F. Durante, J. Fernández Sánchez. Springer (2017), 181-202 (doi:10.1007/978-3-319-64221-5_12) |
| 202. | Markov morphisms: a combined copula and mass transportation approach to multivariate quantiles. Coauthor: O. P. Faugeras. Preprint (2016) (pdf). Mathematica Applicanda 45 (1) (2017), 21–63 (doi:10.14708/ma.v45i1.2921) |
| 201. | Construction and hedging of optimal payoffs in Lévy Models. Coauthor: V. Wolf. Preprint (2015) (pdf). In: Advanced Modelling in Mathematical Finance. Eds.: J. Kallsen and A. Papapantoleon, Springer (2016), 331–377 (doi:10.1007/978-3-319-45875-5) |
| 200. | European and Asian Greeks for general jump diffusions with nonvanishing Brownian motion part. Coauthor: A. Hudde. Preprint (2016) (arXiv:1603.00920v1) |
| 199. | Approximative solutions of optimal stopping and selection problems. Preprint (2015) (pdf). Mathematica Applicanda 44 (1) (2016), 17–44 (doi:10.14708/ma.v44i1.826) |
| 198. | Reduction of Value-at-Risk bounds via independence and variance information. Coauthors: G. Puccetti, D. Small, and S. Vanduffel. Preprint (2015) (SSRN). Scandinavian Actuarial Journal 3 (2017), 245–266 (doi:10.1080/03461238.2015.1119717 ) |
| 197. | Cost-effciency in multivariate Lévy models.Coauthor: V. Wolf. Preprint (pdf). Dependence and Risk Modelling 3 (2015), 1–16 |
| 196. | Risk bounds for factor models. Coauthors: C. Bernard, S. Vanduffel and R. Wang. Preprint (2015) (SSRN, doi:10.2139/ssrn.2572508). Finance and Stochastics 3 (2017), 631–659 (doi:10.1007/s00780-017-0328-4) |
| 195. | Degree profile of hierarchical lattice networks. Coauthors: Y. Feng and H. Mahmoud. Preprint (July 2015) (pdf). Probability in the Engineering and Informational Sciences 31 (1) (2017), 60–82 (doi:10.1017/S0269964816000310) |
| 194. | On the method of optimal portfolio choice by cost-efficiency. Coauthor: V. Wolf. Preprint (October 2014) (pdf). Applied Mathematical Finance 23 (2) (2016), 158–173 (doi:10.1080/1350486X.2016.1204238) |
| 193. | How robust is the Value-at-Risk of credit risk portfolios? Coauthors: C. Bernard, S. Vanduffel and J. Yao. Preprint (September 2014) (pdf, SSRN). The European Journal of Finance 23 (6) (2017), 507–534 (doi:10.1080/1351847X.2015.1104370) |
| 192. | Reducing model risk via positive and negative dependence assumptions. Coauthors: V. Bignozzi and G. Puccetti (pdf, SSRN). Insurance: Mathematics and Economics 61 (2015), 17–26 (doi:10.1016/j.insmatheco.2014.11.004) |
| 191. | Conditional limit theorems for random excursions. Coauthor: J. Kühn (April 2014) (pdf) |
| 190. | Comparison of time-inhomogeneous Markov processes. Coauthors: A. Schnurr and V. Wolf. Preprint (2014) (pdf, arXiv:1505.02925). Advances in Applied Probability 48 (4) (2016), 1015–1044 (doi:10.1017/apr.2016.63) |
| 189. | Portfolio optimization for heavy-tail assets: Extreme Risk Index vs. Markowitz. Coauthors: G. Mainik and G. Mitov. Preprint (October 2013) (pdf, arXiv:1505.04045). Journal of Empirical Finance 32 (2015), 115–134 (doi:10.1016/j.jempfin.2015.03.003) |
| 188. | Construction of cost-efficient self-quanto calls and puts in exponential Lévy models. Coauthors: E. A. v. Hammerstein, E. Lütkebohmert and V. Wolf. Proceedings AFMATH Conference 2014 (pdf) |
| 187. | An academic response to Basel 3.5. Coauthors: P. Embrechts, G. Puccetti, R. Wang and A. Beleraj. Risks 2 (1) (2014), 25–48 (doi:10.3390/risks2010025) |
| 186. | Optimal claims with fixed payoff structure. Coauthors: C. Bernard and S. Vanduffel. Preprint (2013; version: May 2014) (pdf). Journal of Applied Probability 51A (2014), 175–188 |
| 185. | Optimal payoffs under state-dependent constraints. Coauthors: C. Bernard, F. Moraux and S. Vanduffel. Preprint (June 2014) (pdf). Quantitative Finance, 15 (7) (2015), 1157–1173 |
| 184. | Optimality of payoffs in Lévy models. Coauthors: E. A. v. Hammerstein, E. Lütkebohmert and V. Wolf. Preprint (May 2013) (pdf). International Journal of Theoretical and Applied Finance 17 (6), 1450041 (2014) (doi:10.1142/S0219024914500411) |
| 183. | Optimal risk allocation for convex risk functionals in general domains. Coauthor: S. Kiesel. Preprint (2013) (pdf). Statistics & Risk Modeling. 31 (3–4) (2014), 335–365 (doi:10.1515/strm-2012-1156) |
| 182. | On the optimal reinsurance problem. Coauthor: S. Kiesel. Preprint (2013) (pdf). Applicationes Mathematicae 40 (2013), 259–280 (doi:10.4064/am40-3-1) |
| 181. | Computation of sharp bounds on the expected value of a supermodular function of risks with given marginals. Coauthor: G. Puccetti. Preprint (2012; version: March 2013) (pdf, SSRN). Communications in Statistics-Simulation and Computation 44 (2015), 705–718 (doi:10.1080/03610918.2013.791368 ) |
| 180. | Asymptotic equivalence of conservative VaR- and ES-based capital charges. Coauthor: G. Puccetti. Preprint (2012; version: July 2013) (pdf). Journal of Risk 16 (3) (2014), 3–22 |
| 179. | Model uncertainty and VaR aggregation. Coauthors: P. Embrechts and G. Puccetti. Preprint (2012) (pdf, SSRN). Journal of Banking and Finance 37 (8) (2013), 2750–2764 (doi:10.1016/j.jbankfin.2013.03.014) |
| 178. | Sharp bounds for sums of dependent risks. Coauthor: G. Puccetti. Preprint (2011) (pdf). Journal of Applied Probability 50 (1) (2013), 42–53 |
| 177. | Risk bounds, worst case dependence and optimal claims and contracts. Preprint (2011) (pdf). Proceedings of the AFMATH Conference, Brussels (2012), 23–36 |
| 176. | Optimal multiple stopping with sum-payoff. Coauthor: A. Faller. ТВП 57 (2) (2012), 384–395. (Teor. Veroyatnost. i Primenen. 57 (2) (2012), 384–395) (pdf, doi:10.4213/tvp4455, Mi tvp4455) |
| 175. | Bounds for joint portfolios of dependent risks. Coauthor: G. Puccetti. Statistics & Risk Modeling 29(2) (2012), 107–132 (pdf, doi:10.1524/strm.2012.1117) |
| 174. | Approximative solutions of best choice problems. Coauthor: A. Faller. Electronic Journal of Probability 17 (54) (2012), 1–22 (pdf) |
| 173. | Computation of sharp bounds on the distribution of a function of dependent risks. Coauthor: G. Puccetti. J. Journal of Computational and Applied Mathematics 236(7) (2012), 1833–1840 (pdf, doi:10.1016/j.cam.2011.10.015) |
| 172. | On optimal stationary couplings between stationary processes. Coauthor: T. Sei. Electronic Journal of Probability 17 (2012) 1–20 (pdf) |
| 171. | Ordering of multivariate probability distributions with respect to extreme portfolio losses. Coauthor: G. Mainik. Statistics & Risk Modeling 29(1) (2012), 73–106 (arXiv:1010.5171, doi:10.1524/strm.2012.1103) |
| 170. | Comparison of Markov processes via infinitesimal generators. Coauthor: V. Wolf. Statistics & Decisions, 28 (2) (2011), 151–168 (pdf) |
| 169. | On approximative solutions of multistopping problems. Coauthor: A. Faller. Annals Appl. Probability 21 (2011), 1965–1993 (pdf) |
| 168. | Limit theorems for depths and distances in weighted random b-ary recursive trees. Coauthor: G. O. Munsonius. Journal Appl. Probab. 48 (2011), 1060–1089 (pdf) |
| 167. | On optimal allocation of risk vectors. Coauthor: S. Kiesel (pdf). Insurance: Mathematics and Economics 47 (2010), 167–175 (doi:10.1016/j.insmatheco.2010.05.005) |
| 166. | On approximative solutions of optimal stopping problems. Coauthor: A. Faller. Advances Appl. Probability 43 (2011), 1086–1108 (pdf) |
| 165. | Worst case portfolio vectors and diversification effects. Preprint (March 2010; 1st version: September 2009) (pdf). Finance and Stochastics 16 (2012), 155–175 |
| 164. | On the perception of time. Coauthor: F. T. Bruss. Gerontology 56 (2010), 361–370 |
| 163. | On optimal portfolio diversification with respect to extreme risks. Coauthor: G. Mainik. Finance and Stochastics 14 (2010), 593–623 (doi10.1007/s00780-010-0122-z, pdf) |
| 162. | Characterization of optimal risk allocations for convex risk functionals. Coauthor: S. Kiesel. Statistics and Decisions 26 (2008), 303–319 (doi:10.1524/stnd.2008.1001) |
| 161. | Optimal stopping of integral functionals and a "no-loss" free boundary formulation. Coauthors: D. Belomestny and M. Urusov. Preprint (2007) (pdf). Theory Probab. Appl. 54 (2010), 14–28 (doi:10.1137/S0040585X97983961) |
| 160. | Note on the weighted internal path length of b-ary trees. Coauthor: E.-M. Schopp. Discrete Mathematics and Theoretical Computer Science 9 (2007), 1–6 |
| 159. | On convex risk measures on Lp-spaces. Coauthor: M. Kaina. Mathematical Methods in Operations Research (MMR) 69 (2009), 475–495 (doi:10.1007/s00186-008-0248-3) |
| 158. | On the distributional transform, Sklar's Theorem, and the empirical copula process. Journal of Statistical Planning and Inference 139 (2009), 3921–3927 (pdf) |
| 157. | On a comparison result for Markov processes. Journal Applied Probability 45 (2008), 279–286 |
| 156. | On comonotonicity of Pareto optimal risk sharing. Coauthor: M. Ludkovski. Statistics and Probability Letters 78 (2008), 1181–1188 |
| 155. | Comparison results for path-dependent options. Coauthor: J. Bergenthum. Statistics & Decisions 26 (2008), 53–72 (doi:10.1524/stnd.2008.0912) |
| 154. | On a class of optimal stopping problems for diffusions with discontinuous coefficients. Coauthor: M. Urusov. Ann. Appl. Probability 18 (2008), 847–878 (pdf) |
| 153. | Some convex ordering criteria for Lévy processes. Coauthor: J. Bergenthum. Advances Data Analysis Classification 1 (2007), 143–173 |
| 152. | Ordering of insurance risk. In: Encyclopedia of Quantitative Risk Analysis and Assessment Vol. III, Eds.: Edward L. Melnick, Brian S. Everitt, Wiley (2008) |
| 151. | Monge-Kantorovich transportation problem and optimal couplings. Jahresbericht der DMV 109 (2007), 113–137 |
| 150. | Risk measures for portfolio vectors and allocation of risk. Preprint (2005). In: Risk Assessment: Decisions in Banking and Finance, Eds.: G. Bol, S. T. Rachev, R. Würth, Springer/Physica-Verlag (2009), 153–164 |
| 149. | A limit theorem for recursively defined processes in Lp. Coauthor: K. Eickmeyer. Statistics and Decisions 25 (2007), 217–236 |
| 148. | Exponential bounds and tails for additive random recursive sequences. Coauthor: E.-M. Schopp. Discrete Mathematics and Theoretical Computer Science 9 (2007), 333–352 |
| 147. | Exponential tail bounds for max-recursive sequences. Coauthor: E.-M. Schopp. Electronic Comm. Probab. 11 (2006), 266–277 |
| 146. | Law invariant convex risk measures for portfolio vectors. Statistics & Decisions 24 (2006), 97–108 |
| 145. | On the optimal risk allocation problem. Coauthor: C. Burgert. Statistics & Decisions 24 (2006), 153–171 |
| 144. | Consistent risk measures for portfolio vectors. Coauthor: C. Burgert. Insurance: Mathematics and Economics 38 (2006), 289–297 |
| 143. | Allocation of risks and equilibrium in markets with finitely many traders. Coauthor: C. Burgert. Preprint (2005). Insurance: Mathematics and Economics 42 (2008), 177–188 |
| 142. | Comparison of Semimartingales and Lévy Processes. Coauthor: J. Bergenthum. Annals of Probability 35(1) (2007), 228–254 |
| 141. | On stochastic recursive equations of sum- and max-type. Journal Appl. Probab. 43 (2006), 687–703 |
| 140. | Optimal consumption strategies under model uncertainty. Coauthor: C. Burgert. Statistics & Decisions 23 (2005), 1–14 |
| 139. | Comparison of option prices in semimartingale models. Coauthor: J. Bergenthum. Finance and Stochastics 10 (2006), 222–249 |
| 138. | A Markov chain algorithm for Eulerian orientations of planar triangular graphs. Coauthor: J. Fehrenbach. In: Mathematics and Computer Science III Algorithms, Trees, Combinatorics and Probabilities. Eds.: M. Drmota et al., Birkhäuser (2004), 429–440 |
| 137. | Analysis of Markov chain algorithms on spanning trees, rooted forests and connected subgraphs. Coauthor: J. Fehrenbach. Applicationes Mathematicae 32 (2005), 341–365 (doi:10.4064/am32-3-7) |
| 136. | Comparison of multivariate risks and positive dependence. Journal of Applied Probability 41 (2004), 391–406 (JSTOR, doi:10.1239/jap/1082999074) |
| 135. | Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids. Coauthor: J. Fehrenbach. Statistics & Decisions 22 (2004), 109–130 |
| 134. | Analysis of algorithms by the contraction method: additive and max-recursive sequences. Coauthor: R. Neininger. In: Interacting Stochastic Systems, Eds.: J. Deuschel, A. Greven, Springer (2005), 435–449 |
| 133. | Multivariate aspects of the contraction method. Coauthor: R. Neininger. Discrete Mathematics & Theoretical Computer Science 8 (2006), 31–56 |
| 132. | Optimal stopping and cluster point processes. Coauthor: R. Kühne. Statistics & Decisions 21 (2003), 261–282 (pdf, doi:10.1524/stnd.21.3.261.23431) Oldenbourg Wissenschaftsverlag, München (http://www.degruyter.com/view/j/strm) |
| 131. | Stochastic ordering of risks, influence of dependence and a.s. constructions. In: Advances on Models, Characterizations and Applications. Eds.: N. Balakrishnan, I. G. Bairamov, O. L. Gebizlioglu, Chapman & Hall/CRC Press (2005), ISBN 978-0-8247-4022-1, 19–56 (doi:10.1201/9781420028690.ch2) |
| 130. | Nonparametric estimation of regression functions in point process models. Coauthor: S. Döhler. Statistical Inference for Stochastic Processes 6 (2003), 291–307 |
| 129. | On the contraction method with degenerate limit equation. Coauthor: R. Neininger. Annals of Probability 32 (2004), 2838–2856 |
| 128. | A consistency result in general censoring models. Coauthor: S. Döhler. Statistics 37 (2003), 205–216 |
| 127. | A general limit theorem for recursive algorithms and combinatorial structures. Coauthor: R. Neininger. Annals of Applied Probability 14 (2004), 378–418 |
| 126. | On adaptive estimation by neural net type estimators. Coauthor: S. Döhler. In: Nonlinear Estimation and Classification, Lecture Notes in Statistics, Vol. 171 (2003), 381–392, Springer, Eds.: D. D. Denison, M. H. Hansen, C. C. Holmes, B. Mallick, and B. Yu |
| 125. | Rates of convergence for Quicksort. Coauthor: R. Neininger. Journal of Algorithms 44 (2002), 52–62 |
| 124. | On upper and lower prices in discrete time models. Proc. Steklov Math. Inst. 237 (2002), 134–139 |
| 123. | On the optimal stopping values induced by general dependence structures. Coauthor: A. Müller. Preprint (2001) (pdf). Annals Appl. Probability 38 (2001), 672–684 |
| 122. | Minimal distance martingale measures and optimal portfolios consistent with observed market prices. Coauthor: T. Goll. In: Stoch. Processes and Related Topics (2002), 141–154, Taylor & Francis, Stochastics Monographs. Eds.: R. Buckdahn, H.J. Engelbert, and M. Yor |
| 121. | Approximate optimal stopping of dependent sequences. Coauthor: R. Kühne. Preprint (2000) (pdf). Theory of Probability and Its Applications 48 (3) (2003), 465–480 |
| 120. | Adaptive estimation of hazard functions. Coauthor: S. Döhler. Probability and Math. Statistics 22 (2002), 355–379 |
| 119. | An approximation result for nets in functional estimation. Coauthor: S. Döhler. Statistics & Probability Letters 52 (2001), 373–380 |
| 118. | Wie schnell verfliegt die Zeit? Coauthor: F. T. Bruss. Spektrum der Wissenschaft 5 (2001), 110–113 |
| 117. | Variance minimization and random variables with constant sum. Coauthor: L. Uckelmann. Distributions With Given Marginals and Statistical Modelling. Eds.: C. M. Cuadras, et al., Springer (2002), ISBN: 978-90-481-6136-2, 211–222 (pdf, doi:10.1007/978-94-017-0061-0) |
| 116. | Expansion of transition distributions of Lévy processes in small time. Coauthor: J. H. C. Woerner. Bernoulli 8 (2002), 81–96 |
| 115. | On the weighted Euclidean matching problem in R d. Coauthor: B. Anthes. Applicationes Mathematicae 28 (2001), 181–190 (doi:10.4064/am28-2-5) |
| 114. | Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Coauthor: T. Goll. Finance and Stochastics 5 (2001), 557–581 |
| 113. | Limit laws for partial match queries in quadtrees. Coauthor: R. Neininger. Annals Appl. Probability 11 (2001), 452–469 |
| 112. | Numerical and analytical results for the transportation problem of Monge-Kantorovich. Coauthor: L. Uckelmann. Metrika 51 (2000), 245–258 |
| 111. | The switching problem and conditionally specified distributions. Coauthor: F. T. Bruss. The Mathematical Scientist 25 (2000), 47–53 |
| 110. | Selfsimilar fractals and selfsimilar random fractals. Coauthor: J. R. Hutchinson. Fractal Geometry and Stochastics II. Eds.: C. Bandt, S. Graf, M. Zähle. Birkhäuser (1999), 109–124 |
| 109. | On optimal two-stopping problems. Coauthor: R. Kühne. In: Limit Theorems in Probability and Statistics II. Eds.: Berkes, et al. (1999), 261–271 (pdf) |
| 108. | The contraction method for recursive algorithms. Coauthor: U. Rösler. Algorithmica 29 (2001), 3–33 |
| 107. | On the n-coupling problem. Coauthor: L. Uckelmann. Journal of Multivariate Analysis (JMVA) 81(2) (2002), 242–258 (pdf, doi:10.1006/jmva.2001.2005) |
| 106. | On a best choice problem for discounted sequences. Coauthor: R. Kühne. Theory Probab. Appl. 45 (2000), 673–677 (pdf) |
| 105. | Convergence of two-dimensional branching recursions. Coauthor: M. Cramer. Journal Computational Appl. Math. 130 (2001), 53–73 |
| 104. | On the internal path length of d-dimensional quadtrees. Coauthor: R. Neininger. Random Structures and Algorithms 15 (1999), 25–41 |
| 103. | Optimal stopping with discount and observation costs. Coauthor: R. Kühne. Journ. Appl. Probab. 37 (2000), 64–72 (pdf) |
| 102. | Approximation of optimal stopping problems. Coauthor: R. Kühne. Stochastic Processes Appl. 90 (2000), 301–325 (pdf) |
| 101. | Test on association of multivariate stable vectors. Coauthors: S. Mittnik, S. T. Rachev. Mathematical and Computer Modelling 29 (1999), 181–195 |
| 100. | Stochastic analysis of partitioning algorithms for matching problems. Coauthor: G. Sachs. Journal Appl. Probab. 37 (2000), 494–503 |
| 99. | Random fractals and probability metrics. Coauthor: J. Hutchinson. Advances of Appl. Probab. 32 (2000), 925–947 |
| 98. | Random fractal measures via the contraction method. Coauthor: J. Hutchinson. Indiana Univ. Math J. 47 (1998), 471–488 |
| 97. | Stochastik – eine interdisziplinäre Wissenschaft. In: Überblicke Mathematik 1998, Vieweg Verlag (1997), 108–127 |
| 96. | Comparison of estimators in stable models. Coauthor: R. Höpfner. Mathematical and Computer Modelling 29 (1999), 145–160 (doi:10.1016/S0895-7177(99)00098-9) |
| 95. | On the Monge-Kantorovich duality theorem. Coauthor: D. Ramachandran. Theory of Probability and Its Applications 45 (2000), 350–356 |
| 94. | Assignment models for constrained marginals and restricted markets. Coauthor: D. Ramachandran. Distributions with given marginals. Eds.: Cuadras, et al., Kluwer (2002), 195–209 |
| 93. | An extension of the nonatomic assignment model. Coauthor: D. Ramachandran. In: Alkan, Aliprantes, and Yannelis. Current Trends in Economics. Studies in Economic Theory 8 (1999), 405–412 |
| 92. | On optimal multivariate couplings. Coauthor: L. Uckelmann. In Distributions with given Marginals and Moment Problems. Eds.: V. Benes, I. Stepan. Springer (1997), ISBN: 978-94-010-6329-6, 261–273 (pdf, doi:10.1007/978-94-011-5532-8_31) |
| 91. | Duality theorems for assignments with upper bounds. Coauthor: D. Ramachandran. In Proceedings of Prague 1996 conference on marginal problems. Eds.: V. Benes, I. Stepan. Kluwer (1997), 283–290 |
| 90. | Karhunen class processes forming a basis. Coauthor: J. Michálek. In: Transactions of The 12th Prague Conference on Information Theory, Statistical Decision Functions, Random Processes (1994), 158–160 (pdf) |
| 89. | Analysis of recursive algorithms by the contraction method. Coauthor: M. Cramer. In: Athen's conference on Appl. Probability and Time Series. Eds.: Heyde, et al., Lecture Notes in Statistics 114 (1996), 18–33 |
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