Publications PD Dr. V. Paulsen

Theses

[3]	On Optimal Stopping of One-Dimensional Symmetric Diffusions with Nonlinear Costs of Observations Habilitationsschrift, Universität Kiel (2000).
[2]	Eine Anwendung der Martingaltheorie zur Bestimmung eines asymptotisch optimalen Bayes-Tests of Power One beim Wiener-Prozeß Dissertation, Universität Kiel (1994).
[1]	Eine Charakterisierung der parabolischen Funktionen für inhomogene Diffusionsprozesse Diplomarbeit, Universität Kiel (1989).

[6]	with R. Hochreiter, G. Pflug: On optimal management of unit-linked life insurance contracts Handbook of Asset Liability Management, North Holland Handbooks in Finance (Elsevier 2005) .
[5]	with A. Irle: Solving problems of optimal stopping with linear costs of observations Sequential Analysis 23 No. 3, 297-316 (2004).
[4]	Bounds for the American perpetual put on a stock index Journal of Applied Probability 38 No. 1, 55-66 (2001).
[3]	with A. Irle, O. Kubillus: An asymptotic expansion for the optimal stopping boundary in problems with nonlinear costs of observation Journal of Applied Probability 38 No. 1, 67-79 (2001).
[2]	A martingale approach for detecting the drift of a Wiener-process Stochastic Processes and their Applications 80, 177-191 (1999).
[1]	The moments of FIND Journal of Applied Probability 34, 1079-1082 (1998).

[3]	The h-transformation and its Application to Mathematical Finance Report, Mathematisches Seminar, Universität Kiel 00-9 (2000).
[2]	On optimal stopping with smooth reward Report, Mathematisches Seminar, Universität Kiel 00-10 (2000).
[1]	The geometric put Report, Mathematisches Seminar, Universität Kiel 00-8 (2000).