| Maximum entropy distributions inferred from option portfolios on an asset C Neri, L Schneider Finance and Stochastics, 1-26, 2012 | 55 | 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 | 39 | 2016 |
| Seasonal volatility in agricultural markets: Modelling and empirical investigations L Schneider, B Tavin Annals of Operations Research 334 (1), 7-58, 2024 | 27* | 2024 |
| A family of maximum entropy densities matching call option prices C Neri, L Schneider Applied Mathematical Finance 20 (6), 548-577, 2013 | 13 | 2013 |
| Intrinsic risk measures W Farkas, A Smirnow, K Glau, D Linders, A Min, M Scherer, L Schneider, ... World Scientific Publishing Co. Pte. Ltd., 2017 | 11 | 2017 |
| 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 | 9* | 2020 |
| Firm value in emerging network industries L Schneider Information Economics and Policy 26, 75-87, 2014 | 8 | 2014 |
| 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 | 6 | 2014 |
| 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 | 2 | 2018 |
| A Note on" A Family of Maximum Entropy Densities Matching Call Option Prices" C Neri, L Schneider arXiv preprint arXiv:1212.4279, 2012 | 1 | 2012 |
| Intermittently coupled electricity markets E Pierre, L Schneider Energy Economics 130, 107327, 2024 | | 2024 |
| Measuring information flows in option markets: a relative entropy approach E André, L Schneider, B Tavin The Journal of Derivatives 31 (2), 73-99, 2023 | | 2023 |
| Euclidean affine functions and their application to calendar algorithms C Neri, L Schneider Software: Practice and Experience 53 (4), 937-970, 2023 | | 2023 |
| The Variance Risk Premium in Crude Oil Futures Markets: Incorporating the OVX Time Series in a Stochastic Volatility Model F Le Grand, L Schneider Available at SSRN 4013711, 2022 | | 2022 |
| 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 |
| Maximum Entropy Distributions for Futures Prices C Neri, L Schneider | | 2011 |
| A higher Albanese map for complex threefolds based on a construction by M. Green Lorenz Schneider F Math Fund. Math 186, 111-146, 2005 | | 2005 |
| Une application d'Albanese supérieure pour les variétés complexes projectives lisses de dimension trois d'après une construction de M. Green L Schneider Paris 6, 2001 | | 2001 |
Cassio NeriMillennium ManagementVerified email at uk.mlp.com
