Michael Schmutz

Publication Activity (10 Years)

Years Active: 2010-2017
Publications (10 Years): 1

Top Topics

Operational Risk

Multiresolution

Spatial Distribution

Lessons Learned

Top Venues

SIAM J. Financial Math.

Publications

Christian Feigenwinter, Eberhard Parlow, Roland Vogt, Michael Schmutz, Nektarios Chrysoulakis, Fredrik Lindberg, Mattia Marconcini, Fabio Del Frate
Spatial distribution of sensible and latent heat flux in the URBANFLUXES case study city Basel (Switzerland). JURSE (2017)
Thorsten Rheinländer, Michael Schmutz
Quasi-Self-Dual Exponential Lévy Processes. SIAM J. Financial Math. 5 (1) (2014)
Ilya S. Molchanov, Michael Schmutz
Multivariate Extension of Put-Call Symmetry. SIAM J. Financial Math. 1 (1) (2010)