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Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market., and . Math. Oper. Res., 29 (4): 935-945 (2004)Inferring signalling networks from longitudinal data using sampling based approaches in the R-package 'ddepn'., , , , , and . BMC Bioinform., (2011)Primal and Dual Pricing of Multiple Exercise Options in Continuous Time.. SIAM J. Financial Math., 2 (1): 562-586 (2011)Enhanced policy iteration for American options via scenario selection, , and . Quantitative Finance, 8 (2): 135--146 (2008)An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter. Stochastic Processes and their Applications, 104 (1): 81--106 (March 2003)Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization., , and . Math. Oper. Res., 48 (3): 1454-1480 (August 2023)Geodaten in der öffentlichen Verwaltung., and . GI-Jahrestagung, volume P-337 of LNI, page 1693-1706. Gesellschaft für Informatik, Bonn, (2023)Supporting Land Reuse of Former Open Pit Mining Sites using Text Classification and Active Learning., , , , , , , , , and . ACL/IJCNLP (1), page 4141-4152. Association for Computational Linguistics, (2021)A forward scheme for backward SDEs, and . Stochastic Processes and their Applications, 117 (12): 1793--1812 (December 2007)Pricing by hedging and no-arbitrage beyond semimartingales., , and . Finance and Stochastics, 12 (4): 441-468 (2008)