- Time-consistency of risk measures with GARCH volatilities and their estimation (with C. Klüppelberg), Statistics & Risk Modelling, 32(2), pp. 103-124, 2016
- Dual representations for general multiple stopping problems (with C. Bender, J. Schoenmakers), Math. Finance, 25(2), pp. 339-370, 2015
- Forward-backward systems for expected utility maximization (with U. Horst, Y. Hu, P. Imkeller, A. Réveillac), Stochastic Process. Appl. 124(5):1813-1848, 2014
- Optimal dual martingales, their analysis and application to new Algorithms for Bermudan products (with J. Schoenmakers, J. Huang), SIAM J. Fin. Math. 4-1, pp. 86-116, 2013
- Libor model with expiry-wise stochastic volatility and displacement (with M. Ladkau, J. Schoenmakers), Int. J. of Portfolio Analysis & Management, Vol. 3(1), pp. 224-249, 2013
- Existence and stability of Measure Solutions for BSDE with generators of quadratic growth (with A. Fromm, P. Imkeller), „Stochastic Analysis and Applications to Finance (Essays in honour of Jia-An Yan), Editors: T. Zhang and X.Y. Zhou, World Scientific Publishing, pp. 137-168, 2012
- FBSDEs with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity (with G. dos Reis, A. Réveillac), Stochastic Process. Appl. 121(9):2114-2150, 2011
- Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization (with P. Imkeller, A. Réveillac), Int. J. Th. App. Finance 14(5):635-677, 2011
- Results on numerics for FBSDE with drivers of quadratic growth (with P. Imkeller, G. dos Reis), „Contemporary finance (essays in honour of Eckhard Platen)“, Editors: C. Chiarella and A. Novikov, Springer-Verlag, 2010
- Non-standard BSDEs and Multiple Optimal Stopping Problems with Applications to Securities Pricing, Dissertation zur Erlangung des akad. Grades „Dr. rer. nat.“ im Fach Mathematik, Humboldt-Universität zu Berlin, 2013
