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2001 Artikel On the optimal stopping values induced by general dependence structures
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On the optimal stopping values induced by general dependence structures. Coauthor: A. Müller. Annals Appl. Probability 38 (2001), 672-684
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2001 Artikel Wie schnell verfliegt die Zeit
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Wie schnell verfliegt die Zeit?, Coauthor: F. T. Bruss (vgl. Spektrum der Wissenschaft, 5. (2001), 110–112)
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2002 Artikel Minimal distance martingale measures and optimal portfolios consistent with observed market prices
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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.
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2002 Artikel On the n-coupling problem
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On the n-coupling problem. Coauthor: L. Uckelmann. Journal Mult. Anal. 81 (2002), 242–258
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2002 Artikel Variance minimization and random variables with constant sum
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Variance minimization and random variables with constant sum. Coauthor: L. Uckelmann. Distributions with given marginals. Eds.: Cuadras, et al., Kluwer (2002), 211–222
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2003 Artikel Approximate optimal stopping of dependent sequences
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Approximate optimal stopping of dependent sequences. Coauthor: R. Kühne. Preprint (2000). Theory of Probability and Its Applications 48(3) (2003), 465–480
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2003 Artikel Optimal stopping and cluster point processes
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Optimal stopping and cluster point processes. Coauthor: R. Kühne, Statistics & Decisions 21 (2003), 261-282. (pdf) Oldenbourg Wissenschaftsverlag, München (http://www.degruyter.com/view/j/strm)
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2007 Artikel Monge-Kantorovich transportation problem and optimal couplings
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Monge-Kantorovich transportation problem and optimal couplings, Jahresbericht der DMV, 109 (2007), 113–137
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2008 Artikel On a class of optimal stopping problems for diffusions with discontinuous coefficients
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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
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2008 Artikel On the ordering of option prices
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On the ordering of option prices, Oberwolfach Workshop: Stochastic Analysis in Finance and Insurance, January 27–February 02, 2008, extended abstract
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