A successive SDP-NSDP approach to a robust optimization problem in finance. - Friedemann Leibfritz; Jan H. Maruhn (Comput. Optim. Appl., 2009)

Adjoint-based Monte Carlo calibration of financial market models. - Christoph Käbe; Jan H. Maruhn; Ekkehard W. Sachs (Finance Stochastics, 2009)

Robust static hedging of barrier options in stochastic volatility models. - Jan H. Maruhn; Ekkehard W. Sachs (Math. Methods Oper. Res., 2009)

Parameter identification in financial market models with a feasible point SQP algorithm. - F. Gerlich; A. M. Giese; Jan H. Maruhn; Ekkehard W. Sachs (Comput. Optim. Appl., 2012)