The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps. - Fred E. Benth; Thilo Meyer-Brandis (Finance Stochastics, 2005)

Computing deltas without derivatives. - D. Baños; Thilo Meyer-Brandis; Frank Proske; S. Duedahl (Finance Stochastics, 2017)

Liquidity Induced Asset Bubbles via Flows of ELMMs. - Francesca Biagini; Andrea Mazzon; Thilo Meyer-Brandis (SIAM J. Financial Math., 2018)

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

Financial Asset Bubbles in Banking Networks. - Francesca Biagini; Andrea Mazzon; Thilo Meyer-Brandis (SIAM J. Financial Math., 2019)

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

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

Liquidity Based Modeling of Asset Price Bubbles via Random Matching. - Francesca Biagini; Andrea Mazzon; Thilo Meyer-Brandis; Katharina Oberpriller (SIAM J. Financial Math., 2023)

Computing Systemic Risk Measures with Graph Neural Networks. - Lukas Gonon; Thilo Meyer-Brandis; Niklas Weber (CoRR, 2024)