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On approximative solutions of multistopping problems,
Coauthor: A. Faller,
Preprint (March 2010),
(pdf)
to appear in: The Annals Appl. Probability.
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On approximative solutions of optimal stopping problems,
Coauthor: A. Faller,
to appear in: Journal Appl. Probab.
(pdf)
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Optimal stopping of integral functionals and a "no-loss" free boundary formulation,
Coauthors: D. Belomestny, M. Urusov,
Preprint (2007). (pdf)
Theory Probab. Appl. 54 (2010), 14-28,
DOI 10.1137/S0040585X97983961.
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On a class of optimal stopping problems for diffusions with discontinuous coefficients,
Coauthor: M. Urusov,
Ann. Appl. Probability 18 (2008), 847-878.
(pdf)
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Optimal stopping and cluster point processes,
Coauthor: R. Kühne,
Statistics & Decisions 21 (2003), 261-282.
(pdf)
Oldenbourg Wissenschaftsverlag, München
(http://statistics-international.de)
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On the optimal stopping values induced by general
dependence structures,
Coauthor: A. Müller,
J. Appl. Probab. 38 (2001), 672-684.
(ps)
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Approximate optimal stopping of dependent sequences,
Coauthor: R. Kühne,
Preprint 34 (2000),
Theory of Probability and Its Applications 48(3) (2003), 465-480.
(ps)
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On a best choice problem for discounted sequences,
Coauthor: R. Kühne,
Theory Probab. Appl. 45 (2000), 673-677.
(ps)
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Optimal stopping with discount and observation costs,
Coauthor: R. Kühne,
Journ. Appl. Probab. 37 (2000), 64-72.
(ps)
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On optimal two-stopping problems,
Coauthor: R. Kühne,
In: Limit Theorems in Probability and Statistics II. Eds.: Berkes, et al. (1999), 261-271.
(ps)
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Approximation of optimal stopping problems,
Coauthor: R. Kühne,
Stochastic Processes Appl. 90 (2000), 301-325.
(ps)
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