Published in: Mathematical methods of operations research ; 95(2022), 2 vom: Apr., Seite 327-359

Published in: Stochastic Analysis and Applications, 29 (2011) 5, Seite 824-837

Published in: Managerial Finance, 37 (2011) 11, Seite 1025-1047

Published in: Journal of Systems Science and Complexity, 36 (2023) 2, Seite 457-479

Published in: SSRN Electronic Journal (2023)

Published in: Stochastic Models, 38 (2022) 2, Seite 167-189

Published in: Journal of Applied Statistics, 47 (2020) 8, Seite 1354-1374

Published in: SSRN Electronic Journal (2019)

Published in: SSRN Electronic Journal (2019)

Published in: Studies in Nonlinear Dynamics & Econometrics, 21 (2017) 1

Published in: Mathematical Problems in Engineering, 2014 (2014), Seite 1-9

Published in: Quantitative Finance, 14 (2014) 8, Seite 1479-1488

Published in: Insurance: Mathematics and Economics, 45 (2009) 1, Seite 148-155