Is the Minimum Value of an Option on Variance Generated by Local Volatility? - Mathias Beiglböck; Peter Friz; Stephan Sturm (SIAM J. Financial Math., 2011)

Portfolio optimization under convex incentive schemes. - Maxim Bichuch; Stephan Sturm (Finance Stochastics, 2014)

Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities. - Zachary Feinstein; Weijie Pang; Birgit Rudloff; Eric Schaanning; Stephan Sturm; Mackenzie Wildman (SIAM J. Financial Math., 2018)

A Risk-Sharing Framework of Bilateral Contracts. - Junbeom Lee; Stephan Sturm; Chao Zhou (SIAM J. Financial Math., 2020)

Examples and Counterexamples of Cost-efficiency in Incomplete Markets. - Carole Bernard; Stephan Sturm (CoRR, 2024)

Path Signatures for Feature Extraction. An Introduction to the Mathematics Underpinning an Efficient Machine Learning Technique. - Stephan Sturm (CoRR, 2025)