Michael Schröder

Available identifiers

zbMath Open schroder.michaelMaRDI QIDQ455663

List of research outcomes

Publication	Date of Publication	Type
Online and offline container purchasing and repositioning problem	2017-11-22	Paper
Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance	2015-07-31	Paper
Modeling profit sharing in combinatorial exchanges by network flows	2015-01-22	Paper
On three methods for explicit handling of convolutions as applied to brownian excursions and parisian barrier options	2015-01-12	Paper
On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type	2014-08-05	Paper
On Arithmetic-Average Asian Power Options: Closed Forms and Explicit Methods for Valuation	2014-07-22	Paper
On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions	2013-09-20	Paper
On a Brownian excursion law, I: convolution representations	2013-03-21	Paper
Mid-term and short-term planning support for home health care services	2012-12-29	Paper
Patterson-Sullivan distributions in higher rank	2012-10-22	Paper
Partitioning a weighted tree into subtrees with weights in a given range	2012-04-26	Paper
A Hybrid Approach to Solve the Periodic Home Health Care Problem	2011-04-07	Paper
A Constraint-Based Approach for the Two-Dimensional Rectangular Packing Problem with Orthogonal Orientations	2011-04-07	Paper
Multi-Criteria Optimization for Regional TimetableSynchronization in Public Transport	2011-04-07	Paper
Patterson--Sullivan distributions for rank one symmetric spaces of the noncompact type	2009-09-11	Paper
On constructive complex analysis in finance: Explicit formulas for Asian options	2009-03-25	Paper
https://portal.mardi4nfdi.de/entity/Q5301729	2009-01-20	Paper
Continuous-time methods in the study of discretely sampled functionals of Lévy processes. I. The positive process case	2007-04-26	Paper
On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values	2007-01-31	Paper
On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results	2007-01-31	Paper
Robust EEG channel selection across subjects for brain-computer interfaces	2006-09-13	Paper
Towards a unified territorial design approach - applications, algorithms and GIS integration. (With comments and rejoinder)	2005-10-18	Paper
LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS	2005-09-28	Paper
Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options	2004-12-16	Paper
Brownian excursions and Parisian barrier options: a note	2004-09-27	Paper
On the integral of geometric Brownian motion	2004-01-21	Paper
Analytical ramifications of derivatives valuation: Asian options and special functions	2002-02-28	Paper
Automatic object and thread distribution in a virtual machine	2002-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q2741126	2001-09-09	Paper
On the valuation of arithmetic-average Asian options: the Geman-Yor Laplace transform revisited	2001-02-09	Paper
On the valuation of arithmetic-average Asian options: Laguerre series and Theta integrals	2000-12-11	Paper
On the valuation of Paris options: foundational results	2000-04-04	Paper
On the valuation of Asian options: integral representations	2000-03-09	Paper

Research outcomes over time

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