Lorenz Schneider
Lorenz Schneider
Professor in Finance, EMLYON Business School
Vahvistettu sähköpostiosoite verkkotunnuksessa em-lyon.com - Kotisivu
Nimike
Viittaukset
Viittaukset
Vuosi
Maximum entropy distributions inferred from option portfolios on an asset
C Neri, L Schneider
Finance and Stochastics, 1-26, 2012
35*2012
From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options
L Schneider, B Tavin
Journal of Banking & Finance, 2016, 2016
182016
A family of maximum entropy densities matching call option prices
C Neri, L Schneider
Applied Mathematical Finance 20 (6), 548-577, 2013
112013
Seasonal stochastic volatility and correlation together with the Samuelson effect in commodity futures markets
L Schneider, B Tavin
arXiv preprint arXiv:1506.05911, 2015
8*2015
The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data
C Neri, L Schneider
Entropy Special Issue "Maximum Entropy and Its Application" 16 (5), 2642-2668, 2014
52014
Intrinsic risk measures
W Farkas, A Smirnow
Innovations in Insurance, Risk-and Asset Management, 163-184, 2019
42019
Firm value in emerging network industries
L Schneider
Information Economics and Policy 26, 75-87, 2014
42014
Pricing Model Management: Evidence from Employee Stock Option (Un) Fair Valuation
F Larmande, L Belze, L Schneider
HEC Research Papers Series, 2015
3*2015
Transaction Costs, Option Prices, and Model Risk in Fair Value Accounting
L Belze, F Larmande, L Schneider
European Accounting Review 29 (2), 201-232, 2020
22020
Innovations In Insurance, Risk-And Asset Management-Proceedings Of The Innovations In Insurance, Risk-And Asset Management Conference
K Glau, D Linders, A Min, M Scherer, L Schneider, R Zagst
World Scientific, 2018
12018
A Note on" A Family of Maximum Entropy Densities Matching Call Option Prices"
C Neri, L Schneider
arXiv preprint arXiv:1212.4279, 2012
12012
Euclidean Affine Functions and Applications to Calendar Algorithms
C Neri, L Schneider
arXiv preprint arXiv:2102.06959, 2021
2021
Seasonal Volatility in Agricultural Markets: Modelling and Empirical Investigations
L Schneider, B Tavin
Available at SSRN 2620584, 2020
2020
Innovations in Insurance, Risk-and Asset Management: Conference at the Technical University of Munich, 5-7 April 2017
K Glau, D Linders, A Min, M Scherer, L Schneider, R Zagst
World Scientific, 2019
2019
Seasonal Stochastic Volatility and the Samuelson Effect in Agricultural Futures Markets
L Schneider, B Tavin
arXiv preprint arXiv:1802.01393, 2018
2018
Innovations in Insurance, Risk-and Asset Management: Proceedings of the Innovations in Insurance, Risk-and Asset Management Conference Innovations in Insurance, Risk-and Asset …
A Min, R Zagst, L Schneider, M Scherer, D Linders, K Glau
World Scientific Publishing Company, 2018
2018
La comptabilisation des rémunérations aux salariés en actions selon IFRS 2: Gestion du prix de modèle
L Belze, F Larmande, L Schneider
HAL Post-Print, 2016
2016
La comptabilisation des rémunérations aux salariés en actions selon IFRS 2
L BELZE, F LARMANDE, L SCHNEIDER
Revue Française de Comptabilité, 3, 2016
2016
Was verraten Index-Optionen über zukünftige Abhängigkeiten?
EM Ebach, M Scherer, L Schneider
RISIKO MANAGER, 1-7, 2015
2015
A Stochastic Volatility Model for Crude Oil Futures Curves and the Pricing of Calendar Spread Options
L Schneider
arXiv preprint arXiv:1401.7913, 2014
2014
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Artikkelit 1–20