Option Pricing in Multivariate Stochastic Volatility Models of OU Type. - Johannes Muhle-Karbe; Oliver Pfaffel; Robert Stelzer (SIAM J. Financial Math., 2012)

Infinitely divisible multivariate and matrix Gamma distributions. - Víctor Pérez-Abreu; Robert Stelzer (J. Multivar. Anal., 2014)

Optimal Investment with Time-Varying Stochastic Endowments. - Christoph Belak; An Chen; Carla Mereu; Robert Stelzer (SIAM J. Financial Math., 2022)

Inheritance of strong mixing and weak dependence under renewal sampling. - Dirk-Philip Brandes; Imma Valentina Curato; Robert Stelzer (J. Appl. Probab., 2023)