Grandits, P., Hubalek, F., Schachermayer, W., & Žigo, M. (2007). Optimal expected exponential utility of dividend payments in a Brownian risk model. Scandinavian Actuarial Journal, 2007(2), 73–107. https://doi.org/10.1080/03461230601165201 ( reposiTUm)

Acciaio, B. (2007). Optimal risk sharing with non-monotone monetary functionals. Finance and Stochastics, 11(2), 267–289. https://doi.org/10.1007/s00780-007-0036-6 ( reposiTUm)

Warnung, R. (2007). Beyond Value-at-Risk: Managable Alternatives. GARP Risk Review, JULY/AUGUST(37), 38–40. http://hdl.handle.net/20.500.12708/168782 ( reposiTUm)

Carassus, L., & Rasonyi, M. (2006). Convergence of utility indifference prices to the superreplication price. Mathematical Methods of Operations Research, 64, 145–154. http://hdl.handle.net/20.500.12708/172108 ( reposiTUm)

Depian, T., Fink, S. D., Ganian, R., & Nöllenburg, M. (2024). The Parameterized Complexity Of Extending Stack Layouts. In 32nd International Symposium on Graph Drawing and Network Visualization (GD 2024) (pp. 12:1-12:17). Schloss Dagstuhl – Leibniz-Zentrum für Informatik. https://doi.org/10.4230/LIPIcs.GD.2024.12 ( reposiTUm)

Fink, S. D., & Rutter, I. (2024). Constrained Planarity in Practice: Engineering the Synchronized Planarity Algorithm. In 2024 Proceedings of the Symposium on Algorithm Engineering and Experiments (ALENEX) (pp. 1–14). SIAM. https://doi.org/10.1137/1.9781611977929.1 ( reposiTUm)

Goldammer, V. (2009). Modeling and Estimation of Dependent Credit Rating Transitions. Quantitative Methods in Finance Conference (QMF), Sydney, Australia, Non-EU. http://hdl.handle.net/20.500.12708/119200 ( reposiTUm)

Goldammer, V. (2009). Modeling and Estimation of Dependent Credit Rating Transitions. LMUexcellent Symposium: Quantitative Finance and Insurance, LMU München, Germany, EU. http://hdl.handle.net/20.500.12708/119199 ( reposiTUm)

Goldammer, V. (2009). Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality. PRisMa Day - Workshop on Portfolio Risk Management, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/119198 ( reposiTUm)

Veluscek, D. (2009). Higher order weak approximation schemes for SDEs. FAM-Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/119181 ( reposiTUm)

Veluscek, D. (2009). A new extrapolation method of weak approximation schemes. Conference of Advanced Mathematical Methods for Finance, Antalya, Turkey, Non-EU. http://hdl.handle.net/20.500.12708/119182 ( reposiTUm)

Schachermayer, W. (2007). How agents with different attitudes towards risk optimize their portfolio: old and new results. Pauli Symposium on PDEs in mathematical finance & economy, WPI, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118391 ( reposiTUm)

Schachermayer, W. (2007). In which Financial Markets does the Mutual Fund Theorem hold true? Seminar for Financial and Insurance Mathematics, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118390 ( reposiTUm)

Warnung, R. (2007). Advanced Recursions for Risk Aggregation. PRisMa Lab Evaluation, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118439 ( reposiTUm)

Schachermayer, W. (2007). Optimal Risk Sharing for Law Invariant Monetary Utility Functions. Conference on Stochastic Programming (SPXI), University Vienna, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118388 ( reposiTUm)

Schachermayer, W. (2007). Optimal and better transport plans. Workshop on Optimal transportation structures, gradient flows and entropy methods for applied PDE’s, WPI, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118389 ( reposiTUm)

Schachermayer, W. (2007). In which Financial Markets do Mutual Fund Theorems hold true? FAM-Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118425 ( reposiTUm)

Acciaio, B. (2007). Forecasting corporate default probabilities with Survival Models in Affine Setting. Intermediate Congress of the Italian Statistical Society, University of Venice, Italy, EU. http://hdl.handle.net/20.500.12708/118453 ( reposiTUm)

Rasonyi, M. (2007). Consistent Price Systems and Face-Lifting Pricing under Transaction Costs. General AMaMeF Conference, Stefan Banach International Mathematical Center, Bedlewo, Poland, EU. http://hdl.handle.net/20.500.12708/118450 ( reposiTUm)

Rasonyi, M. (2007). The fundamental theorem of asset pricing for continuous processes under small transaction costs. Conference on Further Developments in Quantitative Finance, ICMS Edinburgh, UK, EU. http://hdl.handle.net/20.500.12708/118451 ( reposiTUm)

Schachermayer, W. (2007). Consistent Price Systems and Face-Lifting Pricing under Transaction Costs. Conference on Further Developments in Quantitative Finance, ICMS Edinburgh, UK, EU. http://hdl.handle.net/20.500.12708/118386 ( reposiTUm)

Schachermayer, W. (2007). Optimal Risk Sharing for Law Invariant Monetary Utility Functions. Session of the International Statistical Institute (ISI), Lissabon, Portugal, EU. http://hdl.handle.net/20.500.12708/118387 ( reposiTUm)

Acciaio, B. (2007). Optimal Risk Allocation when Agents have Different Reference Probability Measures. Mid-Term Conference on Advanced Mathematical Methods for Finance, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118415 ( reposiTUm)

Warnung, R. (2007). On the construction of an integrand hiding the drift of a Brownian motion with drift. FAM-Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118418 ( reposiTUm)

Schachermayer, W. (2007). Arbitrage theory and transaction costs - Semi-Martingales and beyond. Hungarian Academy of Science, Budapest, Hungary, EU. http://hdl.handle.net/20.500.12708/118383 ( reposiTUm)

Schachermayer, W. (2007). Finance and Stochastics - A Mutually Fruitful Relationship. General Meeting of the French Applied Math Society (SMAI), Praz sur Arly, France, EU. http://hdl.handle.net/20.500.12708/118384 ( reposiTUm)

Rasonyi, M. (2007). Convergence of utility indifference prices. Boston University, Boston, USA, Non-EU. http://hdl.handle.net/20.500.12708/118326 ( reposiTUm)

Warnung, R. (2007). Stable Recurrences for Risk Aggregation. FAM-Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118346 ( reposiTUm)

Schachermayer, W. (2007). Optimal Risk Sharing for Law Invariant Monetary Utility Functions. Research Seminar in Economic Theory, University Vienna, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118380 ( reposiTUm)

Schachermayer, W. (2007). Finance and Stochastics - A Mutually Fruitful Relationship. Jahrestagung der DMV, Klagenfurt, Austria. http://hdl.handle.net/20.500.12708/118381 ( reposiTUm)

Fink, S. D., Pfretzschner, M., Rutter, I., & Stumpf, P. (2024). Level Planarity Is More Difficult Than We Thought. arXiv. https://doi.org/10.48550/arXiv.2409.01727 ( reposiTUm)