Publications
Recent Monographs
Rätsel und mathematisches Denken |
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Model Risk Management: |
Stochastic Processes and Financial Mathematics |
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Stochastische Prozesse und Finanzmathematik |
Wahrscheinlichkeitstheorie |
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Mathematische Statistik |
Mathematical Risk Analysis |
Preprints and working papers
- Monge-Kantorovich transportation problem, couplings and dependence models
- Stochastic analysis of algorithms
- Financial mathematics and risk measures
- Statistics
- Optimal Stopping
- Probability / Random fractals