Markus Hess
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Enlarged filtrations and indistinguishable processes Stochastic Analysis and Applications | 2019-12-18 | Paper |
| Optimal equivalent probability measures under enlarged filtrations Journal of Optimization Theory and Applications | 2019-12-11 | Paper |
| Minimal variance hedging in multicurve interest rate modeling Lithuanian Mathematical Journal | 2019-12-03 | Paper |
| Cliquet option pricing in a jump-diffusion Lévy model Modern Stochastics. Theory and Applications | 2019-05-17 | Paper |
| PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS International Journal of Theoretical and Applied Finance | 2018-09-04 | Paper |
| Cliquet option pricing with Meixner processes Modern Stochastics. Theory and Applications | 2018-06-20 | Paper |
| Modeling and pricing precipitation derivatives under weather forecasts International Journal of Theoretical and Applied Finance | 2016-12-08 | Paper |
Research outcomes over time
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