- Berlin-Oxford IRTG 2544 „Stochastic Analysis in Interaction“, 2020-
- German-Israeli-Foundation Research Project „Information in Stochastic Control“, 2020-2023
- Berlin Mathematical School, 2007-
- Berlin Research Center Math+, 2019-
- Einstein Research Project „Game Options and Markets with Frictions“, 2013-2016
- RTG 1845 „Stochastic Analysis with Applications in Biology, Finance and Physics“, 2012-2017
- Matheon projects „Active and Passive Order Management“, 2012-2013, and „Beyond Value at Risk“, 2007-2009
- Quantitative Products Laboratory (with Deutsche Bank AG), 2007-2011
- NSF Grant „Stochastic Representation Problems for Optimal Control and Nonlinear Models for Illiquid Financial Markets“, 2005-2007
- DFG Research Fellowship „Gittins Indices and Optimization Problems in Incomplete Markets“, 2003-2004