Benth, F.E.; Di Nunno, G.; Khedher, A.Lévy models robustness and sensitivityQP-PQ: Quantum Probability and White Noise Analysis, Proceedings of the 29th Conference in Hammamet, Tunisia, 1318, October 2008201025153–184
Schlösser, AnnaPricing and Risk Management of Synthetic CDOsSpringer2010
Zagst, R.; Krimm, T.; Hörter, S.; Menzinger, B.Responsible InvestingFinanzbuchverlag2010360
Glau, K.; Vandaele, N.; Vanmaele, M.Pricing and Hedging of Interest Rate Derivatives in a Lévy Driven Term Structure Model75 - 80Handelingen Contactforum Actuarial and Financial Mathematics Conference, 20102010
Menzinger, B.; Schloesser, A.; Zagst, R.Asset Allocation with Credit Instruments-Alternative Assets and StrategiesKiesel R., M. Scherer, and R. ZagstWorld Scientific, Singapore2010
Eberlein, E.; Glau, K.; Papapantoleon, A.Analysis of Fourier Transform Valuation Formulas and ApplicationsApplied Mathematical Finance201017/3211–240
Kallsen, J.; Muhle-Karbe, J.; Shenkman, N.; Vierthauer, R.Discrete-time variance-optimal hedging in affine stochastic volatility models-Alternative Investments and StrategiesKiesel, R.; Scherer, M.; Zagst, R.; EditorsWorld Scientific2010
Escobar, M.; Götz, B.; Seco, L.; Zagst, R.Pricing of a CDO on Stochastically Correlated UnderlyingsQuantitative Finance2010103265-277
Durante, F.; Hofert, M.; Scherer, M.Multivariate hierarchical copulas with shocksMethodology and Computing in Applied Probability2010124681-894
Ernst, C.; Grossmann, M.; Höcht, S.; Minden, S.; Scherer, M.; Zagst, R.Portfoliooptimierung in sich ändernden MarktphasenAbsolut|report20109630-39