Markus Hess

From MaRDI portal
Person:1641935

Available identifiers

zbMath Open hess.markusWikidataQ102423212 ScholiaQ102423212MaRDI QIDQ1641935

List of research outcomes





PublicationDate of PublicationType
Enlarged filtrations and indistinguishable processes2019-12-18Paper
Optimal equivalent probability measures under enlarged filtrations2019-12-11Paper
Minimal variance hedging in multicurve interest rate modeling2019-12-03Paper
Cliquet option pricing in a jump-diffusion Lévy model2019-05-17Paper
PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS2018-09-04Paper
Cliquet option pricing with Meixner processes2018-06-20Paper
Modeling and pricing precipitation derivatives under weather forecasts2016-12-08Paper

Research outcomes over time

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