Arbitrage-free market models for option prices: the multi-strike case. - Martin Schweizer; Johannes Wissel (Finance Stochastics, 2008)

Mean-variance hedging with oil futures. - Liao Wang; Johannes Wissel (Finance Stochastics, 2013)

When do creditors with heterogeneous beliefs agree to run? - Andrey Krishenik; Andreea Minca; Johannes Wissel (Finance Stochastics, 2015)

Separation results for multi-product inventory hedging problems. - Yuemeng Sun; Johannes Wissel; Peter L. Jackson (Ann. Oper. Res., 2016)

Dynamic Leveraging-Deleveraging Games. - Andreea Minca; Johannes Wissel (Oper. Res., 2020)