Werner, R.Cascading - an Adjusted Exchange Method for Robust Conic ProgrammingCentral European Journal of Operations Research2006162179-189
Schöttle, K.; Werner, R.Towards Reliable Efficient FrontiersJournal of Asset Management200672128-141
Schöttle, K.; Werner, R.Consistency of Robust Portfolio Estimatorsworking paper2006-
Kallsen, J.; Tankov, P.Characterization of Dependence of Multidimensional Lévy Processes Using Lévy CopulasJournal of Multivariate Analysis20069771551-1572
Kallsen, J.; Kühn, C.On Utility-Based Derivative Pricing with and without Intermediate TradesStatistics and Decisions2006244415-434
Kalemanova, A.; Werner, R.A Short Note on the Efficient Implementation of the NIG Distributionworking paper2006-
Hubalek, F.; Kallsen, J.; Krawczyk, L.Variance-Optimal Hedging for Processes with Stationary Independent IncrementsThe Annals of Applied Probability2006162853-885
Gong, X.; Huber, M.; Lanzinner, S.; Zagst, R.Zertifikate - Mehrwert für Privatanleger?Zeitschrift für das gesamte Kreditwesen200659221235-1239
Czado, C.; Kolbe, A.Model-based Quantification of the Volatility of Options at Transaction Level with Extended Count Regression ModelsApplied Stochastic Models in Business and Industry20062311-21
Kallsen, J.; Kühn, C.Pricing Derivatives of American and Game Type in Incomplete MarketsFinance and Stochastics200482261-284
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