Wolfgang M. Schmidt

Affiliations:

Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance, Germany
Deutsche Morgan Grenfell, Frankfurt am Main, Germany

According to our database¹, Wolfgang M. Schmidt authored at least 4 papers between 1996 and 2016.

Collaborative distances:

Timeline

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PhD thesis

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2016

An approximation of small-time probability density functions in a general jump diffusion model.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2016

2015

Static hedging under maturity mismatch.

[BibT_eX]

[DOI]

Finance Stochastics, 2015

2011

Interest rate term structure modelling.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2011

1996

On a general class of one-factor models for the term structure of interest rates.

[BibT_eX]

[DOI]

Finance Stochastics, 1996