- Devroye L, Neininger R: Density approximation and exact simulation of random variables that are solutions of fixed-point equations. Advances in Applied Probability, 2002; 34 (2): 441-468.
- Devroye L, Neininger R: Random suffic search trees. Preprint, 2002; 02-.
- Goll T, Kallsen J: A Complete Explicit Solution to the Log-Optimal Portfolio Problem. Annals of Applied Probability, 2002. (in Druck)
- Hwang H-K, Neininger R: Phase change of limit laws in the quicksort recurrence under varying toll functions. SIAM Journal on Computing, 2002; 31 (6): 1687-1722.
- Kallsen J: Derivative pricing based on local utility maximization. Finance and Stochastics, 2002; 6: 115-140. (in Druck)
- Kallsen J: Sigma-Localization and Sigma-Martingales. Theory of Probability and Its Applications, 2002.
- Kallsen J, Shiryaev A: The Cumulant Process and Esschers's Change of Measure. Finance and Stochastics, 2002; 6: 397-428.
- Neininger R: On binary search tree recursions with monomials as toll functions. Journal of Computational and Applied Mathematics, 2002; 142 (1): 185-196.
- Neininger R: The Wiener index of random trees. Combinatorics, Probability and Computing, 2002; 11 (6): 587-597.