Matthias Muck
From MaRDI portal
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 |
|---|---|---|
| Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities Review of Derivatives Research | 2022-11-16 | Paper |
| The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk Review of Derivatives Research | 2018-11-30 | Paper |
| Optimal portfolios when variances and covariances can jump Journal of Economic Dynamics and Control | 2018-08-09 | Paper |
| Theory of non-equilibrium stationary states as a theory of resonances Annales Henri Poincaré | 2008-03-05 | Paper |
| Instability of equilibrium states for coupled heat reservoirs at different temperatures Journal of Functional Analysis | 2007-02-26 | Paper |
| CONSTRUCTION OF METASTABLE STATES IN QUANTUM ELECTRODYNAMICS Reviews in Mathematical Physics | 2004-09-24 | Paper |
Research outcomes over time
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