Uncertainty and Probability Optimal Stopping

IMW Research on Optimal Stopping and Knightian

Uncertainty

Dynamic Coherent Risk Measures,Stochastic Processes and Their

Applications 2004

Optimal Stopping with Multiple Priors,Econometrica, 2009

Optimal Stopping under Ambiguity in Continuous Time (with Xue

Cheng), IMW Working Paper 2010

The Best Choice Problem under Ambiguity (with Tatjana

Chudjakow), IMW Working Paper 2009

Chudjakow, Vorbrink, Exercise Strategies for American Exotic Options

under Ambiguity, IMW Working Paper 2009

Vorbrink, Financial Markets with Volatility Uncertainty, IMW Working

Paper 2010

Jan–Henrik Steg, Irreversible Investment in Oligopoly, Finance and

Stochastics 2011