Michael Schr\"oder

Identifiers

• name variant Michael Schr\"oder 0.60 · backfill

Papers (9)

1. On a Brownian excursion law, I: convolution representations math.CA · 2013 · author #1
2. Patterson--Sullivan distributions in higher rank math.SP · 2011 · author #3
3. On the integral of geometric Brownian motion math.PR · 2002 · author #1
4. Analytical ramifications of derivatives valuation: Asian options and special functions math.CA · 2002 · author #1
5. Brownian excursions an Parisian barrier options: a note math.PR · 2002 · author #1
6. On the valuation of arithmetic-average Asian options: the Geman-Yor Laplace transform revisited math.CA · 2001 · author #2
7. On the valuation of arithmetic-average Asian options: Laguerre series and Theta integrals math.CA · 2000 · author #1
8. On the valuation of Paris options: foundational results math.CA · 2000 · author #1
9. On the valuation of Asian options: integral representations math.CV · 2000 · author #1

Mentions

• 1303.5203 #1 · backfill · confidence 0.70 Michael Schr\"oder
• 1105.5788 #3 · backfill · confidence 0.70 Michael Schr\"oder

Frequent Coauthors

• Joachim Hilgert 1 shared papers
• Peter Carr 1 shared papers
• S\"onke Hansen 1 shared papers