Wolfgang M. Schmidt

Available identifiers

zbMath Open schmidt.wolfgang-m.2WikidataQ102276434 ScholiaQ102276434MaRDI QIDQ906346

List of research outcomes

Publication	Date of Publication	Type
Multivariate Markov families of copulas	2016-01-21	Paper
Static hedging under maturity mismatch	2015-08-04	Paper
Latin hypercube sampling with dependence and applications in finance	2014-04-23	Paper
Credit gap risk in a first passage time model with jumps	2014-03-04	Paper
Credit modeling under jump diffusions with exponentially distributed jumps -- stable calibration, dynamics and gap risk	2013-08-15	Paper
Interest rate term structure modelling	2011-08-09	Paper
On a general class of one-factor models for the term structure of interest rates	1998-03-23	Paper
https://portal.mardi4nfdi.de/entity/Q4861752	1996-08-14	Paper
On the strong convergence, contiguity and entire separation of diffusion processes	1996-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q4839510	1995-12-12	Paper
Stochastic Integration for Some Rough Non‐adapted Processes	1995-05-02	Paper
A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence	1994-06-09	Paper
On the Newton polygon	1993-05-12	Paper
On semimartingale diffusions and stochastic differential equations	1992-06-25	Paper
Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5753316	1991-01-01	Paper
On a generalization of the theorem of p. levy	1990-01-01	Paper
Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I)	1989-01-01	Paper
On Stochastic Differential Equations with Reflecting Barriers	1989-01-01	Paper
Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part II)	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3471276	1989-01-01	Paper
On the Behaviour of Certain Bessel Functional. An Application to a Class of Stochastic Differential Equations	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3706262	1985-01-01	Paper
On solutions of one-dimensional stochastic differential equations without drift	1985-01-01	Paper
0‐1‐Gesetze für die Konvergenz von Integralfunktionalen gewisser Semimartingale	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3334733	1984-01-01	Paper
On Exponential Local Martingales Connected with Diffusion Processes	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3334732	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3341613	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3339046	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3028020	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3921938	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3921939	1981-01-01	Paper

Research outcomes over time

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