Maren Diane Schmeck

maren.schmeck@uni-bielefeld.de
PEVZ-ID
84348951

17 Publikationen

Alle markieren

  • [17]
    2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978154 OA
    Kemper A, Schmeck MD (2023)
    Pricing of Electricity Swaps with Geometric Averaging. Center for Mathematical Economics Working Papers; 676.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [16]
    2022 | Zeitschriftenaufsatz | Im Druck | PUB-ID: 2964844
    Kemper A, Schmeck MD, Khripunova Balci A (In Press)
    The market price of risk for delivery periods: Pricing swaps and options in electricity markets.
    Energy Economics: 106221.
    PUB | DOI | WoS
     
  • [15]
    2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2953603 OA
    Eisenberg J, Fabrykowski L, Schmeck MD (2021)
    Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model. Center for Mathematical Economics Working Papers; 648.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [14]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954953 OA
    Eisenberg J, Fabrykowski L, Schmeck MD (2021)
    Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model.
    Risks 9(4): 73.
    PUB | PDF | DOI | WoS
     
  • [13]
    2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2959491
    Falbo P, Ferrari G, Rizzini G, Schmeck MD (2021)
    Optimal switch from a fossil-fueled to an electric vehicle.
    Decisions in Economics and Finance.
    PUB | DOI | WoS
     
  • [12]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012
    Nendel M, Riedel F, Schmeck MD (2021)
    A decomposition of general premium principles into risk and deviation.
    Insurance: Mathematics and Economics 100: 193-209.
    PUB | DOI | WoS
     
  • [11]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954897 OA
    Schmeck MD, Schwerin S (2021)
    The Effect of Mean-Reverting Processes in the Pricing of Options in the Energy Market: An Arithmetic Approach.
    Risks 9(5): 100.
    PUB | PDF | DOI | WoS
     
  • [10]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2953829
    Piccirilli M, Schmeck MD, Vargiolu T (2021)
    Capturing the power options smile by an additive two-factor model for overlapping futures prices.
    Energy Economics 95: 105006.
    PUB | DOI | WoS
     
  • [9]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2951305
    Schmeck MD, Schmidli H (2021)
    Mortality options: The point of view of an insurer.
    Insurance: Mathematics and Economics 96: 98-115.
    PUB | DOI | WoS
     
  • [8]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
    Nendel M, Schmeck MD, Riedel F (2020)
    Decomposition of General Premium Principles into Risk and Deviation. Center for Mathematical Economics Working Papers; 638, aktual. Version July 2020.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [7]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
    Kemper A, Schmeck MD, Khripunova Balci A (2020)
    The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets. Center for Mathematical Economics Working Papers; 635.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [6]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2949956 OA
    Falbo P, Ferrari G, Rizzini G, Schmeck MD (2020)
    Optimal Switch from a Fossil-Fueled to an Electric Vehicle. Center for Mathematical Economics Working Papers; 642.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [5]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937756 OA
    Piccirilli M, Schmeck MD, Vargiolu T (2019)
    Capturing the power options smile by an additive two-factor model for overlapping futures prices. Center for Mathematical Economics Working Papers; 625.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [4]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798 OA
    Schmeck MD, Schmidli H (2019)
    Mortality Options: the Point of View of an Insurer. Center for Mathematical Economics Working Papers; 616.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [3]
    2019 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2935585
    Fanelli V, Schmeck MD (2019)
    On the seasonality in the implied volatility of electricity options.
    Quantitative Finance 19(8): 1321-1337.
    PUB | DOI | WoS
     
  • [2]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2912010
    Borovkova S, Schmeck MD (2017)
    Electricity price modeling with stochastic time change.
    ENERGY ECONOMICS 63: 51-65.
    PUB | DOI | WoS
     
  • [1]
    2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2908022
    Schmeck MD (2016)
    PRICING OPTIONS ON FORWARDS IN ENERGY MARKETS: THE ROLE OF MEAN REVERSION'S SPEED.
    INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE 19(8): 1650053.
    PUB | DOI | WoS
     
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