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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
88. Mass transportation problems in probability theory. Coauthors: J. Cuesta, C. Matran, S. T. Rachev. Mathematical Scientist 21 (1996), 34–72 (pdf)
87. Duality and perfect probability spaces. Coauthor: D. Ramachandran. Trans. Amer. Math. Soc. 124 (1996), 2223–2228
86. Convergence of a branching type recursion. Coauthor: M. Cramer. Ann. Institute Henri Poincaré: 32 (1996), 725–741
85. On c-optimal random variables. Statistics & Probability Letters 27 (3)  (1996), 267–270 (pdf, doi:10.1016/0167-7152(95)00078-X)
84. A general duality theorem for marginal problems. Coauthor: D. Ramachandran. Probability Theory and Related Fields 101(3)  (1995), 311–319 (doi:10.1007/BF01200499)
83. Optimal solutions of multivariate coupling problems. Applicationes Mathematicae 23 (1995), 325–338 (pdf)
82. On constrained transportation problems. Coauthor: S. T. Rachev. Proceedings of 32 IEEE Conference Decision and Control, Vol. 3 (1994), 2896–2900
81. Developments on Fréchet bounds. IMS Lecture Notes 28 (1996), 273–296
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