Lorenz Schneider

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 3

Top Topics

Computationally Expensive

Financial Crisis

Top Venues

Ann. Oper. Res.

Inf. Econ. Policy

Publications

Lorenz Schneider, Bertrand Tavin
Seasonal volatility in agricultural markets: modelling and empirical investigations. Ann. Oper. Res. 334 (1) (2024)
Cassio Neri, Lorenz Schneider
Euclidean affine functions and their application to calendar algorithms. Softw. Pract. Exp. 53 (4) (2023)
Cassio Neri, Lorenz Schneider
Euclidean Affine Functions and Applications to Calendar Algorithms. CoRR (2021)
Cassio Neri, Lorenz Schneider
The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data. Entropy 16 (5) (2014)
Lorenz Schneider
Firm value in emerging network industries. Inf. Econ. Policy 26 (2014)
Cassio Neri, Lorenz Schneider
Maximum entropy distributions inferred from option portfolios on an asset. Finance Stochastics 16 (2) (2012)