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| | Preview | Author(s) | Title | Type | Issue Date |
| 1 |  | Arandjelović, Aleksandar ; Rheinländer, Thorsten ; Shevchenko, Pavel V. | Importance sampling for option pricing with feedforward neural networks | Article Artikel    | 2025 |
| 2 | | Rheinländer, Thorsten | Deep Learning in Life Insurance | Inproceedings Konferenzbeitrag | 15-Aug-2024 |
| 3 | | 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 |
| 4 | | Hubalek, Friedrich ; Gerhold, Stefan | The effect of policy cancellation on the risk of an insurance portfolio | Inproceedings Konferenzbeitrag | 27-May-2024 |
| 5 | | 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 |
| 6 | | Rheinländer, Thorsten | Deep Hedging in Illiquid Markets | Inproceedings Konferenzbeitrag | 2024 |
| 7 |  | Arandjelović, Aleksandar ; Kingston, Geoffrey ; Shevchenko, Pavel V. | Life cycle insurance, bequest motives and annuity loads | Article Artikel | Dec-2023 |
| 8 | | Lee, Young ; Rheinländer, Thorsten | On the cumulant transforms for Hawkes processes | Article Artikel | Jun-2023 |
| 9 | | Ren, Zhenjie ; Touzi, Nizar ; Yang, Junjian | Nonlinear predictable representation and L¹-solutions of backward SDEs and second-order backward SDEs | Article Artikel | May-2022 |
| 10 | | Lin, Yiqing ; Ren, Zhenjie ; Touzi, Nizar ; Yang, Junjian | Random Horizon Principal-Agent Problems | Article Artikel | Feb-2022 |
| 11 | | Hubalek, Friedrich ; Schachermayer, Walter | Convergence of optimal expected utility for a sequence of binomial models | Artikel Article | Oct-2021 |
| 12 | | Arandjelovic, Aleksandar | Importance sampling for option pricing with feedforward networks | Präsentation Presentation | 2021 |
| 13 | | Arandjelovic, Aleksandar | Importance sampling for option pricing with feedforward networks | Präsentation Presentation | 2021 |
| 14 | | Arandjelovic, Aleksandar | Importance sampling for option pricing with feedforward networks | Präsentation Presentation | 2021 |
| 15 | | Arandjelovic, Aleksandar | Deep hedging in continuous time | Präsentation Presentation | 2021 |
| 16 | | Hubalek, Friedrich | Comparing binomial and Gaussian tails with an application to utility maximization | Präsentation Presentation | 2021 |
| 17 | | Gu, Lingqi ; Yin, Yiqing ; Yang, Junjian | Utility maximization problem under transaction costs: optimal dual processes and stability | Artikel Article | 2021 |
| 18 | | Arandjelovic, Aleksandar | Deep Portfolio Optimization in Financial Markets with a Large Trader | Präsentation Presentation | 2020 |
| 19 | | Rheinländer, Thorsten | On the stochastic heat equation | Präsentation Presentation | 2020 |
| 20 | | Arandjelovic, Aleksandar | Deep Portfolio Optimization in Financial Markets with a Large Trader | Präsentation Presentation | 2020 |
