My research is focused on the fields of Probability and Stochastic Analysis and, in particular, on its applications in Mathematical Finance and Economics. Below you will find a list of preprints and published work. Clicking on a title will either download the paper (if the paper is already published) or will take you to the corresponding entry at the arXiv (if the paper is a preprint or has not yet appeared online). Copyright of the papers belong to the journals involved, wherever this is applicable.


Published and forthcoming papers in peer-reviewed journals

(Peer-reviewed) contributed papers and book chapters