Wolfgang M. Schmidt

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

Le Zhang, Wolfgang M. Schmidt, 2016, Appl. Math. Comput..

Interest rate term structure modelling

Wolfgang M. Schmidt, 2011, Eur. J. Oper. Res..

Static hedging under maturity mismatch

Wolfgang M. Schmidt, Natalie Packham, Philipp A. Mayer, 2013, Finance Stochastics.

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

Wolfgang M. Schmidt, Wolfgang M. Schmidt, 1996, Finance Stochastics.