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| | Preview | Author(s) | Title | Type | Issue Date |
| 1 | | Altay, Sühan | Momentum vs mean reversion: partial information approach to optimal investment strategies | Inproceedings Konferenzbeitrag | 10-Jul-2025 |
| 2 | | Altay, Sühan | Momentum vs Mean Reversion : Partial Information Approach to Optimal Investment Strategies | Inproceedings Konferenzbeitrag | 23-Jun-2025 |
| 3 | | Altay, Sühan ; Colaneri, Katia ; Eksi-Altay, Zehra | A Tour Into Dark Pools | Book Contribution Buchbeitrag | Jun-2025 |
| 4 | | Hubalek, Friedrich | On asymptotic expansions related to tail conditional expectation and other risk measures | Presentation Vortrag | 22-May-2025 |
| 5 | | Hubalek, Friedrich | On the sensitivity of Tail Conditional Expectation and other risk measures with respect to small changes in large portfolios | Inproceedings Konferenzbeitrag | 14-May-2025 |
| 6 |  | Hubalek, Friedrich ; Posedel Šimović, Petra | Asymptotic analysis for an optimal estimating function for Barndorff-Nielsen Shephard stochastic volatility models | Article Artikel    | 11-Mar-2025 |
| 7 |  | Arandjelović, Aleksandar ; Rheinländer, Thorsten ; Shevchenko, Pavel V. | Importance sampling for option pricing with feedforward neural networks | Article Artikel | 2025 |
| 8 | | Rheinländer, Thorsten | Deep Learning in Life Insurance | Inproceedings Konferenzbeitrag | 15-Aug-2024 |
| 9 | | Hubalek, Friedrich | On expansions related to the central limit theorem and with an application to the cost of cancellation in insurance mathematics | Presentation Vortrag | 30-May-2024 |
| 10 | | Hubalek, Friedrich ; Gerhold, Stefan | The effect of policy cancellation on the risk of an insurance portfolio | Inproceedings Konferenzbeitrag | 27-May-2024 |
| 11 | | Radojičić, Dragana ; Radojičić, Nina ; Rheinländer, Thorsten | A comparative study of the neural network models for the stock market data classification—A multicriteria optimization approach | Article Artikel | 15-Mar-2024 |
| 12 | | Rheinländer, Thorsten | Deep Hedging in Illiquid Markets | Inproceedings Konferenzbeitrag | 2024 |
| 13 |  | Arandjelović, Aleksandar ; Kingston, Geoffrey ; Shevchenko, Pavel V. | Life cycle insurance, bequest motives and annuity loads | Article Artikel | Dec-2023 |
| 14 | | Lee, Young ; Rheinländer, Thorsten | On the cumulant transforms for Hawkes processes | Article Artikel | Jun-2023 |
| 15 | | Ren, Zhenjie ; Touzi, Nizar ; Yang, Junjian | Nonlinear predictable representation and L¹-solutions of backward SDEs and second-order backward SDEs | Article Artikel | May-2022 |
| 16 | | Lin, Yiqing ; Ren, Zhenjie ; Touzi, Nizar ; Yang, Junjian | Random Horizon Principal-Agent Problems | Article Artikel | Feb-2022 |
| 17 | | Hubalek, Friedrich ; Schachermayer, Walter | Convergence of optimal expected utility for a sequence of binomial models | Artikel Article | Oct-2021 |
| 18 | | Arandjelovic, Aleksandar | Importance sampling for option pricing with feedforward networks | Präsentation Presentation | 2021 |
| 19 | | Arandjelovic, Aleksandar | Importance sampling for option pricing with feedforward networks | Präsentation Presentation | 2021 |
| 20 | | Arandjelovic, Aleksandar | Importance sampling for option pricing with feedforward networks | Präsentation Presentation | 2021 |
| 21 | | Arandjelovic, Aleksandar | Deep hedging in continuous time | Präsentation Presentation | 2021 |
| 22 | | Hubalek, Friedrich | Comparing binomial and Gaussian tails with an application to utility maximization | Präsentation Presentation | 2021 |
| 23 | | Gu, Lingqi ; Yin, Yiqing ; Yang, Junjian | Utility maximization problem under transaction costs: optimal dual processes and stability | Artikel Article | 2021 |
| 24 |  | Rheinländer, Thorsten ; Radojičić, Dragana ; Bondi, Alessandro | Comparing two different option pricing methods | Artikel Article | Dec-2020 |
| 25 | | Arandjelovic, Aleksandar | Deep Portfolio Optimization in Financial Markets with a Large Trader | Präsentation Presentation | 2020 |
| 26 | | Rheinländer, Thorsten | On the stochastic heat equation | Präsentation Presentation | 2020 |
| 27 | | Arandjelovic, Aleksandar | Deep Portfolio Optimization in Financial Markets with a Large Trader | Präsentation Presentation | 2020 |
| 28 | | Radojicic, Dragana | An approach for processing data from NASDAQ stock exchange database | Präsentation Presentation | 2020 |
| 29 | | Rheinländer, Thorsten | On pathwise stochastic integration | Präsentation Presentation | 2020 |
| 30 | | Hubalek, Friedrich | Comparing binomial and Gaussian tails with an application to utility maximization | Präsentation Presentation | 2020 |
| 31 | | Rheinländer, Thorsten | Concepts of stochastic integration with applications to mathematical finance | Präsentation Presentation | 2020 |
| 32 | | Yang, Junjian | On the planning problem in mean-field games | Präsentation Presentation | 2020 |
| 33 | | Lin, Yiqing ; Ren, Zhenjie ; Touzi, Nizar ; Yang, Junjian | Second-order backward SDE with random terminal time | Artikel Article | 2020 |
| 34 | | Kallsen, Jan ; Krühner, Paul | On uniqueness of solutions to martingale problems - counterexamples and sufficient criteria | Artikel Article | 2020 |
| 35 | | Gerhold, Stefan ; Hubalek, Friedrich ; Tomovski, Živorad | Asymptotics of some generalized Mathieu series | Artikel Article | 2020 |
| 36 | | Radojičić, Dragana ; Kredatus, Simeon | The impact of stock market price Fourier transform analysis on the Gated Recurrent Unit classifier model | Artikel Article | 2020 |
| 37 | | Radojicic, Dragana ; Radojicic, Nina ; Kredatus, Simeon | A multicriteria optimization approach for the stock market feature selection | Artikel Article | 2020 |
| 38 | | Arandjelovic, Aleksandar | Approximations in Weighted Hölder Spaces | Präsentation Presentation | 2019 |
| 39 | | Yang, Junjian | Random Horizon Principal-Agent Problem | Präsentation Presentation | 2019 |
| 40 | | Radojicic, Dragana | On a binomial Limit Order Book model | Präsentation Presentation | 2019 |
| 41 | | Radojicic, Dragana | Random arrival times for the LOB (Limit Order Book) in the discrete time approximation | Präsentation Presentation | 2019 |
| 42 | | Radojicic, Dragana | On recurrent neural networks for the Limit Order Book | Präsentation Presentation | 2019 |
| 43 | | Yang, Junjian | Random horizon principal-agent problem | Präsentation Presentation | 2019 |
| 44 | | Rheinländer, Thorsten | Neural Networks for Solvency Capital Requirement | Präsentation Presentation | 2019 |
| 45 | | Radojicic, Dragana | A recurrent neural network approach in high-frequency trading | Präsentation Presentation | 2019 |
| 46 | | Yang, Junjian | Random horizon principal-agent problem | Präsentation Presentation | 2019 |
| 47 | | Yang, Junjian | Random horizon principal-agent problem | Präsentation Presentation | 2019 |
| 48 | | Rheinländer, Thorsten | Neural networks for solvency capital requirement | Präsentation Presentation | 2019 |
| 49 | | Radojicic, Dragana ; Kredatus, Simeon ; Rheinländer, Thorsten | An approach to reconstruction of data set via supervised and unsupervised learning | Konferenzbeitrag Inproceedings | 2019 |
| 50 | | Radojicic, Dragana | The limit order book model with geometrically distributed order placements | Präsentation Presentation | 1-Jan-2018 |
| 51 | | Radojicic, Dragana | Machine Learning in Finance | Präsentation Presentation | 1-Jan-2018 |
| 52 | | Yang, Junjian | Second-order BSDE with random terminal time | Präsentation Presentation | 1-Jan-2018 |
| 53 | | Yang, Junjian | Nonlinear representation, backward stochastic differential equations | Präsentation Presentation | 2018 |
| 54 | | Benth, Fred Espen ; Krühner, Paul | Approximation of forward curve models in commodity markets with arbitrage-free finite dimensional models | Artikel Article | 2018 |
| 55 | | Krühner, Paul ; Schnurr, Alexander | Time change equations for Lévy type processes | Artikel Article | 2018 |
| 56 | | Gerhold, Stefan ; Krühner, Paul | Dynamic trading under integer constraints | Artikel Article | 2018 |
| 57 | | Eisenberg, Julia ; Krühner, Paul | The Impact of Negative Interest Rates on Optimal Capital Injections | Artikel Article | 2018 |
| 58 | | Czichowsky, Christoph ; Peyre, Rémi ; Schachermayer, Walter ; Yang, Junjian | Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs | Artikel Article | 2018 |
| 59 | | Krühner, Paul ; Larsson, Martin | Affine processes on compact state spaces | Artikel Article | 2018 |
| 60 | | Rheinländer, Thorsten | Brownian trading excursions | Präsentation Presentation | 2018 |
| 61 | | Yang, Junjian | On L^1 solutions of BSDEs | Präsentation Presentation | 2018 |
| 62 | | Rheinländer, Thorsten | Brownian trading excursions | Präsentation Presentation | 2018 |
| 63 | | Yang, Junjian | On L^1 solutions of BSDEs | Präsentation Presentation | 2018 |
| 64 | | Yang, Junjian | Le problème principal-agent en horizon aléatoire | Präsentation Presentation | 2018 |
| 65 | | Radojicic, Dragana | An approach to reconstruction of data set via supervised and unsupervised learning | Präsentation Presentation | 2018 |
| 66 | | Rheinländer, Thorsten | On the stochastic heat equation with mutiplicative noise | Präsentation Presentation | 2018 |
| 67 | | Radojicic, Dragana | On a binomial limit order book model with geometrically distributed order placements | Präsentation Presentation | 2018 |
| 68 | | Rheinländer, Thorsten | Portfoliooptimzation for a large trader | Präsentation Presentation | 2018 |
| 69 | | Radojicic, Dragana | High-frequency trading and limit order book liquidity indicators | Präsentation Presentation | 2018 |
| 70 | | Yang, Junjian | Second-order backward SDE with random terminal time and applications | Präsentation Presentation | 2018 |
| 71 | | Hitaj, Asmerilda ; Hubalek, Friedrich ; Mercuri, Lorenzo ; Rroji, Edit | On Properties of the MixedTS Distribution and Its Multivariate Extension | Artikel Article | 2018 |
| 72 | | Krühner, Paul | On the Brownian limit order book dynamics | Präsentation Presentation | 1-Jan-2017 |
| 73 | | Krühner, Paul | On suboptimal control and application to an insurance problem | Präsentation Presentation | 2017 |
| 74 | | Eisenberg, Julia ; Krühner, Paul | A Note on the Optimal Dividends Paid in a Foreign Currency | Artikel Article | 2017 |
| 75 | | Blümmel, Tilmann ; Rheinländer, Thorsten | Financial markets with a large trader | Artikel Article | 2017 |
| 76 | | Hubalek, Friedrich ; Keller-Ressel, Martin ; Sgarra, Carlo | Geometric Asian option pricing in general affine stochastic volatility models with jumps | Artikel Article | 2017 |
| 77 | | Baños, David ; Krühner, Paul | Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients | Artikel Article | 2017 |
| 78 | | Krühner, Paul | Density and smoothness estimates for marginals of Ito processes and applications | Präsentation Presentation | 2017 |
| 79 | | Krühner, Paul | Density bounds for Ito processes and their applications in acturial and mathemtical finance | Präsentation Presentation | 2017 |
| 80 | | Krühner, Paul | On suboptimal stochastic control | Präsentation Presentation | 2017 |
| 81 | | Radojicic, Dragana | Constructing coalescent processes from branching processes | Präsentation Presentation | 2017 |
| 82 | | Rheinländer, Thorsten | Brownian trading excursions and avalanches | Präsentation Presentation | 2017 |
| 83 | | Rheinländer, Thorsten | Brownian Trading Excursions | Präsentation Presentation | 2017 |
| 84 | | Krühner, Paul | Suboptimal Stochastic Control and Application | Präsentation Presentation | 2017 |
| 85 | | Krühner, Paul | Density inequalities and applications | Präsentation Presentation | 2017 |
| 86 | | Rheinländer, Thorsten | Brownian Trading Excursions | Präsentation Presentation | 2017 |
| 87 | | Baños, David ; Krühner, Paul | Optimal density bounds for marginals of Itô processes | Artikel Article | 2016 |
| 88 | | Biagini, Francesca ; Rheinländer, Thorsten ; Schreiber, Irene | Risk-minimization for life insurance liabilities with basis risk | Artikel Article | 2016 |
| 89 | | Alos, Elisa ; Rheinländer, Thorsten ; Chen, Zhangyu | Valuation of barrier options via a general self-duality | Artikel Article | 2016 |
| 90 | | Rheinländer, Thorsten | Brownian trading excursions | Präsentation Presentation | 2016 |
| 91 | | Krühner, Paul | Representation of infinite dimensional forward price models in commodity markets | Präsentation Presentation | 2016 |
| 92 | | Blümmel, Tilmann | Understanding the structure of no arbitrage | Präsentation Presentation | 2016 |
| 93 | | Hubalek, Friedrich | Some results on skew random walks and the (1,2)-casino | Präsentation Presentation | 2016 |
| 94 | | Krühner, Paul | From Stochastic Stability over LOBs to Energy Markets | Präsentation Presentation | 2016 |
| 95 | | Krühner, Paul | The Fundamental Theorem of Calculus | Präsentation Presentation | 2016 |
| 96 | | Hubalek, Friedrich | A binomial order book model and its Brownian limit | Präsentation Presentation | 2016 |
| 97 | | Blümmel, Tilmann | Understanding the structure of No Arbitrage | Präsentation Presentation | 2016 |
| 98 | | Cuchiero, Christa ; Keller-Ressel, Martin ; Mayerhofer, Eberhard ; Teichmann, Josef | Affine Processes on Symmetric Cones | Artikel Article | 2016 |
| 99 | | Krühner, Paul | Regularity of Ito random variables | Präsentation Presentation | 2016 |
| 100 | | Rheinländer, Thorsten | Brownian Trading Excursions | Präsentation Presentation | 2016 |
