Mai, J.-F.; Schenk, S.; Scherer, M.
Two Novel Characterizations of Self-Decomposability on the Half-Line
Journal of Theoretical Probability
2017
30
1
365–383

Mai, J.-F.; Schenk, S.; Scherer, M.
Analyzing model robustness via distortion of the stochastic root: A Dirichlet prior approach
Statistics & Risk Modeling
2016
32
3-4
177–195

Mai, J.-F.; Schenk, S.; Scherer, M.
Exchangeable exogenous shock models
Bernoulli
2016
22 (2)
1278-1299

Bernhart, G.; Mai, J.-F.; Schenk, S.; Scherer, M.
The density of distributions from the Bondesson class
Journal of Computational Finance
2015
18
3
99-128

Schenk, S.
Optionspreisberechnung via Fast Fourier Transform (Teil 4)
Risiko Manager
2014
23
6-12

Mai, J.-F.; Olivares, P.; Schenk, S.; Scherer, M.
A multivariate default model with spread and event risk
Applied Mathematical Finance
2014
21
1
51-83