On a general class of one-factor models for the term structure of interest rates. - Wolfgang M. Schmidt (Finance Stochastics, 1996)

Interest rate term structure modelling. - Wolfgang M. Schmidt (Eur. J. Oper. Res., 2011)

Static hedging under maturity mismatch. - Philipp A. Mayer; Natalie Packham; Wolfgang M. Schmidt (Finance Stochastics, 2015)

An approximation of small-time probability density functions in a general jump diffusion model. - Le Zhang; Wolfgang M. Schmidt (Appl. Math. Comput., 2016)