Institut für Mathematik  (» Postanschrift)

W01 2-232, Carl-von-Ossietzky-Str. 9 - 11 (» Adresse und Lageplan )

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+49 441 798-3729  (F&P

Prof. Dr. Gero Junike

  • Financial Mathematics
  • Actuarial Mathematics
  • Concave Distortion Functions
  • Conic Finance
  • Limit Order Book Modelling


Wintersemester 2020 / 2021


  • Junike, G. (2019). Representation of Distortion Risk Measures and Applications, Scandinavian Actuarial Journal , [pdf]
  • Junike, G., Arratia, A., Cabaña, A., and Schoutens, W. (2019). American and exotic options in a market with frictions. The European Journal of Finance , [pdf]
  • Guillaume, F., Junike, G., Leoni, P., and Schoutens, W. (2018). Implied liquidity risk premia in option markets. Annals of Finance , [pdf]
  • Junike, G. and Schoutens, W. (2018). Performance of Advanced Stock Price Models when it becomes Exotic: an Empirical Study, submitted.
  • Junike, G. (2019). Advanced Stock Price Models, Concave Distortion Functions and Liquidity Risk in Finance, PhD thesis [pdf]


(Stand: 05.01.2021)