Maren Diane Schmeck

Available identifiers

Publication	Date of Publication	Type
From calendar time to business time: the case of commodity markets	2024-12-06	Paper
Optimal switch from a fossil-fueled to an electric vehicle	2022-01-06	Paper
A decomposition of general premium principles into risk and deviation	2021-10-19	Paper
Mortality options: the point of view of an insurer	2021-03-17	Paper
On the seasonality in the implied volatility of electricity options	2019-09-26	Paper
Pricing of spread options on a bivariate jump market and stability to model risk	2018-09-18	Paper
Pricing options on forwards in energy markets: the role of mean reversion's speed	2017-01-04	Paper
Stability of Merton's portfolio optimization problem for Lévy models	2014-04-17	Paper

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