Matthias Muck

Available identifiers

Publication	Date of Publication	Type
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities	2022-11-16	Paper
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk	2018-11-30	Paper
Optimal portfolios when variances and covariances can jump	2018-08-09	Paper
Theory of non-equilibrium stationary states as a theory of resonances	2008-03-05	Paper
Instability of equilibrium states for coupled heat reservoirs at different temperatures	2007-02-26	Paper
CONSTRUCTION OF METASTABLE STATES IN QUANTUM ELECTRODYNAMICS	2004-09-24	Paper

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