Uwe Schmock

Publication Activity (10 Years)

Years Active: 2002-2010
Publications (10 Years): 0

Publications

Stefan Gerhold, Uwe Schmock, Richard Warnung
A generalization of Panjer's recursion and numerically stable risk aggregation. Finance Stochastics 14 (1) (2010)
Uwe Schmock, Steven E. Shreve, Uwe Wystup
Valuation of exotic options under shortselling constraints. Finance Stochastics 6 (2) (2002)