Daniel C. Schwarz

Publication Activity (10 Years)

Years Active: 2012-2017
Publications (10 Years): 2

Top Topics

Pricing Strategies

Utility Function

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Publications

Daniel C. Schwarz
Market completion with derivative securities. Finance Stochastics 21 (1) (2017)
Sam D. Howison, Daniel C. Schwarz
Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach. SIAM Rev. 57 (1) (2015)
Sam D. Howison, Daniel C. Schwarz
Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach. SIAM J. Financial Math. 3 (1) (2012)