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 II)	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3471276	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 I)	1989-01-01	Paper
On the Behaviour of Certain Bessel Functional. An Application to a Class of Stochastic Differential Equations	1987-01-01	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/Q3706262	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3334732	1984-01-01	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/Q3339046	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3341613	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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Wolfgang M. Schmidt