Bienek, T.; Scherer, M.
Valuation of Contingent Guarantees using Least-Squares Monte Carlo
ASTIN Bulletin: The Journal of the IAA
2019
49
1
31-56

Bienek, T.; Scherer, M.
Hedging and Valuation of Contingent Guarantees
Working Paper
2018

Bienek, T.; Wahl, M.; Zagst, R.
Optimierung in stetiger Zeit – Dynamische Portfoliooptimierung
RISIKO MANAGER
2016
6
32-36

Kyng, T.; Konstandatos, O.; Bienek, T.
Valuation of employee stock options using the exercise multiple approach and life tables
Insurance: Mathematics and Economics
2016
68
17–26