Book review. - Manfred Grauer; Colhourn; Ludger Rüschendorf; M. L. Dowling; Adi Ben-Israel; D. Schweigert; Peter Brucker (Z. Oper. Research, 1987)

Conditional variability ordering of distributions. - C. Metzger; Ludger Rüschendorf (Ann. Oper. Res., 1991)

On the internal path length of d-dimensional quad trees. - Ralph Neininger; Ludger Rüschendorf (Random Struct. Algorithms, 1999)

The Contraction Method for Recursive Algorithms. - Uwe Rösler; Ludger Rüschendorf (Algorithmica, 2001)

Minimax and minimal distance martingale measures and their relationship to portfolio optimization. - Thomas Goll; Ludger Rüschendorf (Finance Stochastics, 2001)

Rates of convergence for Quicksort. - Ralph Neininger; Ludger Rüschendorf (J. Algorithms, 2002)

Survey of Multivariate Aspects of the Contraction Method. - Ludger Rüschendorf; Ralf Neininger (Discret. Math. Theor. Comput. Sci., 2006)

Comparison of Option Prices in Semimartingale Models. - Jan Bergenthum; Ludger Rüschendorf (Finance Stochastics, 2006)

Convex ordering criteria for Lévy processes. - Jan Bergenthum; Ludger Rüschendorf (Adv. Data Anal. Classif., 2007)

Note on the Weighted Internal Path Length of b-ary Trees. - Ludger Rüschendorf; Eva-Maria Schopp (Discret. Math. Theor. Comput. Sci., 2007)

Exponential Bounds and Tails for Additive Random Recursive Sequences. - Ludger Rüschendorf; Eva-Maria Schopp (Discret. Math. Theor. Comput. Sci., 2007)

On convex risk measures on Lp-spaces. - Mareike Kaina; Ludger Rüschendorf (Math. Methods Oper. Res., 2009)

On optimal portfolio diversification with respect to extreme risks. - Georg Mainik; Ludger Rüschendorf (Finance Stochastics, 2010)

Worst case portfolio vectors and diversification effects. - Ludger Rüschendorf (Finance Stochastics, 2012)

Computation of sharp bounds on the distribution of a function of dependent risks. - Giovanni Puccetti 001; Ludger Rüschendorf (J. Comput. Appl. Math., 2012)

Sharp Bounds for Sums of Dependent Risks. - Giovanni Puccetti 001; Ludger Rüschendorf (J. Appl. Probab., 2013)

Optimal claims with fixed payoff structure. - Carole Bernard; Ludger Rüschendorf; Steven Vanduffel (J. Appl. Probab., 2014)

Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals. - Giovanni Puccetti 001; Ludger Rüschendorf (Commun. Stat. Simul. Comput., 2015)

Risk bounds for factor models. - Carole Bernard; Ludger Rüschendorf; Steven Vanduffel; Ruodu Wang (Finance Stochastics, 2017)

On the computation of Wasserstein barycenters. - Giovanni Puccetti 001; Ludger Rüschendorf; Steven Vanduffel (J. Multivar. Anal., 2020)

The martingale comparison method for Markov processes. - Benedikt Köpfer; Ludger Rüschendorf (J. Appl. Probab., 2021)

Ordering results for elliptical distributions with applications to risk bounds. - Jonathan Ansari; Ludger Rüschendorf (J. Multivar. Anal., 2021)

Functional, randomized and smoothed multivariate quantile regions. - Olivier P. Faugeras; Ludger Rüschendorf (J. Multivar. Anal., 2021)

Fair allocation of indivisible goods with minimum inequality or minimum envy. - Dries Cornilly; Giovanni Puccetti 001; Ludger Rüschendorf; Steven Vanduffel (Eur. J. Oper. Res., 2022)

On some synchronization problems with multiple instances. - Dries Cornilly; Giovanni Puccetti 001; Ludger Rüschendorf; Steven Vanduffel (J. Comput. Appl. Math., 2022)

Supermodular and directionally convex comparison results for general factor models. - Jonathan Ansari; Ludger Rüschendorf (J. Multivar. Anal., 2024)