Maren Diane Schmeck
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Person:2064639
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 |
|---|---|---|
| From calendar time to business time: the case of commodity markets International Journal of Theoretical and Applied Finance | 2024-12-06 | Paper |
| Optimal switch from a fossil-fueled to an electric vehicle Decisions in Economics and Finance | 2022-01-06 | Paper |
| A decomposition of general premium principles into risk and deviation Insurance Mathematics & Economics | 2021-10-19 | Paper |
| Mortality options: the point of view of an insurer Insurance Mathematics & Economics | 2021-03-17 | Paper |
| On the seasonality in the implied volatility of electricity options Quantitative Finance | 2019-09-26 | Paper |
| Pricing of spread options on a bivariate jump market and stability to model risk Applied Mathematical Finance | 2018-09-18 | Paper |
| Pricing options on forwards in energy markets: the role of mean reversion's speed International Journal of Theoretical and Applied Finance | 2017-01-04 | Paper |
| Stability of Merton's portfolio optimization problem for Lévy models Stochastics | 2014-04-17 | Paper |
Research outcomes over time
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