Bayesian Estimation of the Heston Stochastic Volatility Model. - Sylvia Frühwirth-Schnatter; Leopold Sögner (OR, 2002)

Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions. - Manfred Frühwirth; Paul Schneider; Leopold Sögner (OR, 2005)

Learning, convergence and economic constraints. - Leopold Sögner (Math. Soc. Sci., 2015)

A new strategy for Robbins' problem of optimal stopping. - Martin Meier; Leopold Sögner (J. Appl. Probab., 2017)