Markus Hess

Available identifiers

zbMath Open hess.markusWikidataQ102423212 ScholiaQ102423212MaRDI QIDQ1641935

List of research outcomes

Publication	Date of Publication	Type
Enlarged filtrations and indistinguishable processes	2019-12-18	Paper
Optimal equivalent probability measures under enlarged filtrations	2019-12-11	Paper
Minimal variance hedging in multicurve interest rate modeling	2019-12-03	Paper
Cliquet option pricing in a jump-diffusion Lévy model	2019-05-17	Paper
PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS	2018-09-04	Paper
Cliquet option pricing with Meixner processes	2018-06-20	Paper
MODELING AND PRICING PRECIPITATION DERIVATIVES UNDER WEATHER FORECASTS	2016-12-08	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Markus Hess