Sarno, Lucio, Schneider, Paul and Wagner, Christian. (2012) Properties of foreign exchange risk premiums. Journal of Financial Economics, Vol.105 (No.2). pp. 279-310. ISSN 0304-405X

Kozhan, Roman, Neuberger, Anthony and Schneider, Paul (2011) Understanding the skew in option prices. Working Paper. United States: American Finance Association. (AFA 2011 Denver Meetings Paper .

Dorfleitner, Gregor, Schneider, Paul and Veža, Tanja. (2011) Flexing the default barrier. Quantitative Finance, Vol.11 (No.12). pp. 1729-1743. ISSN 1469-7688

Schneider, Paul, Sögner, Leopold and Veža, Tanja. (2010) The economic role of jumps and recovery rates in the market for corporate default risk. Journal of Financial and Quantitative Analysis, Vol.45 (No.6). pp. 1517-1547. ISSN 0022-1090

Fruehwirth, Manfred, Schneider, Paul and Soegner, Leopold. (2010) The risk microstructure of corporate bonds: a case study from the German corporate bond market. European Financial Management, Vol.16 (No.4). pp. 658-685. ISSN 1354-7798

Mijatović, Aleksandar and Schneider, Paul. (2010) Globally optimal parameter estimates for nonlinear diffusions. Annals of statistics, Vol.38 (No.1). pp. 215-245. ISSN 0090-5364

Stramer, O., Bognar, M. and Schneider, Paul. (2010) Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions. Journal of Financial Econometrics, Vol.8 (No.4). pp. 450-480. ISSN 1479-8409

Mijatović, Aleksandar and Schneider, Paul. (2010) Globally optimal parameter estimates for nonlinear diffusions. Annals of statistics, Vol.38 (No.1). pp. 215-245. ISSN 0090-5364

Feldhütter, P., Schneider, Paul and Trolle, A. (2008) Jumps in Interest Rates and Pricing of Jump Risk - Evidence from the Eurodollar Market. In: 35th EFA Annual Meeting, Athens, Greece, 27-30 Aug, 2008. Published in: EFA 2008 Athens Meetings Paper

Dorfleitner, Gregor, Schneider, Paul, Hawlitschek, Kurt and Buch, Arne. (2008) Pricing options with Green's functions when volatility, interest rate and barriers depend on time. Quantitative Finance, Vol.8 (No.2). pp. 119-133. ISSN 1469-7688