Wolfgang M. Schmidt

Publication Activity (10 Years)

Years Active: 1996-2016
Publications (10 Years): 1

Top Topics

Dynamic Analysis

Supervised Learning

Diffusion Model

Top Venues

Finance Stochastics

Appl. Math. Comput.

Publications

Le Zhang, Wolfgang M. Schmidt
An approximation of small-time probability density functions in a general jump diffusion model. Appl. Math. Comput. 273 (2016)
Philipp A. Mayer, Natalie Packham, Wolfgang M. Schmidt
Static hedging under maturity mismatch. Finance Stochastics 19 (3) (2015)
Wolfgang M. Schmidt
Interest rate term structure modelling. Eur. J. Oper. Res. 214 (1) (2011)
Wolfgang M. Schmidt
On a general class of one-factor models for the term structure of interest rates. Finance Stochastics 1 (1) (1996)