Pricing and hedging Asian-style options on energy. - Fred Espen Benth; Nils Detering (Finance Stochastics, 2015)

Bootstrap Percolation in Directed Inhomogeneous Random Graphs. - Thilo Meyer-Brandis; Nils Detering; Konstantinos Panagiotou (Electron. J. Comb., 2019)

Managing Default Contagion in Inhomogeneous Financial Networks. - Nils Detering; Thilo Meyer-Brandis; Konstantinos Panagiotou; Daniel Ritter 004 (SIAM J. Financial Math., 2019)

Serotonergic Axons as Fractional Brownian Motion Paths: Insights Into the Self-Organization of Regional Densities. - Skirmantas Janusonis; Nils Detering; Ralf Metzler; Thomas Vojta (Frontiers Comput. Neurosci., 2020)

Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game. - Jimin Lin; Andrea Angiuli; Nils Detering; Jean-Pierre Fouque; Mathieu Laurière (ICAIF, 2022)

Pricing options on flow forwards by neural networks in Hilbert space. - Fred Espen Benth; Nils Detering; Luca Galimberti (CoRR, 2022)

Suffocating Fire Sales. - Nils Detering; Thilo Meyer-Brandis; Konstantinos Panagiotou; Daniel Ritter 004 (SIAM J. Financial Math., 2022)

Neural networks in Fréchet spaces. - Fred Espen Benth; Nils Detering; Luca Galimberti (Ann. Math. Artif. Intell., 2023)

Structure-informed operator learning for parabolic Partial Differential Equations. - Fred Espen Benth; Nils Detering; Luca Galimberti (CoRR, 2024)

In-Context Operator Learning for Linear Propagator Models. - Tingwei Meng; Moritz Voß; Nils Detering; Giulio Farolfi; Stanley J. Osher; Georg Menz (CoRR, 2025)