Preprints and Working Papers

On the existence of Markovian randomized equilibria in Dynkin games of war-of-attrition-type  (with Boy Schultz), 2024 (preprint)

On first passage time problems of Brownian motion - The inverse method of images revisited  (with Oskar Hallmann, Maike Klein), 2024 (preprint)

Data-driven optimal stopping: A pure exploration analysis  (with Niklas Dexheimer, Claudia Strauch), 2023 (preprint)

On the time consistent solution to optimal stopping problems with expectation constraint  (with Maike Klein, Boy Schultz), 2023 (preprint)

Markovian randomized equilibria for general Markovian Dynkin games in discrete time (with Lindensjö, K. and Neumann, B.), 2023 (preprint)

Flexible forward improvement iteration for infinite time horizon Markovian optimal stopping problems  (with A. Irle, J. Lemburg), 2021 (preprint)

The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts (with L. Alvarez), 2019 (preprint)

A Solvable Two-dimensional Optimal Stopping Problem in the Presence of  Ambiguity (with L. Alvarez), 2019 (preprint) 

Riesz representation and optimal stopping with two case studies (with P. Salminen), Working Paper, 2015.

Optimal relaxed portfolio strategies for growth rate maximization problems with transaction costs, (with M. Wittlinger), Working Paper, 2014.

 Agent Based Models With Varying Switching Rates and Fast Information Changes (with A. Irle, J. Kauschke), Working Paper, 2015.