Michael Schmutz

Identifiers

• name variant Michael Schmutz 0.60 · backfill

Papers (8)

1. Intragroup transfers, intragroup diversification and their risk assessment q-fin.RM · 2015 · author #3
2. Invariance properties of random vectors and stochastic processes based on the zonoid concept math.PR · 2012 · author #2
3. Self-dual continuous processes math.PR · 2012 · author #2
4. Quasi self-dual exponential L\'evy processes q-fin.RM · 2012 · author #2
5. Static replications with traffic light options q-fin.RM · 2010 · author #1
6. Exchangeability type properties of asset prices q-fin.PR · 2009 · author #2
7. Semi-static hedging for certain Margrabe type options with barriers q-fin.PR · 2008 · author #1
8. Geometric extension of put-call symmetry in the multiasset setting q-fin.CP · 2008 · author #2

Mentions

• 1511.06320 #3 · backfill · confidence 0.70 Michael Schmutz
• 1203.6085 #2 · backfill · confidence 0.70 Michael Schmutz
• 1201.6516 #2 · backfill · confidence 0.70 Michael Schmutz
• 1201.5132 #2 · backfill · confidence 0.70 Michael Schmutz
• 1011.4795 #1 · backfill · confidence 0.70 Michael Schmutz
• 0901.4914 #2 · backfill · confidence 0.70 Michael Schmutz
• 0810.5146 #1 · backfill · confidence 0.70 Michael Schmutz
• 0806.4506 #2 · backfill · confidence 0.70 Michael Schmutz

Frequent Coauthors

• Ilya Molchanov 4 shared papers
• Thorsten Rheinl\"ander 2 shared papers
• Andreas Haier 1 shared papers
• Kaspar Stucki 1 shared papers
• Thomas Z\"urcher 1 shared papers