Maximilian Wimmer
Finance · 2012–2015
A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 6 citations into it
- Economics and Econometrics — 5 citations into it
Whom Maximilian Wimmer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Maximilian Wimmer's perspective
Ordered by how strongly the researchers Maximilian Wimmer trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamical pricing of weather derivatives
- On modelling and pricing weather derivatives
- Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix (SIAM Journal on Matrix Analysis and Applications)
- On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
- WEATHER DERIVATIVES VALUATION AND MARKET PRICE OF WEATHER RISK
- Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations
- Multi-objective stochastic programming for portfolio selection (European Journal of Operational Research)
- Linear Models in Statistics
- Pricing weather derivatives by marginal value
Their papers
- Tri-criterion modeling for constructing more-sustainable mutual funds (2015) — 106 citations
- Temperature models for pricing weather derivatives (2012) — 49 citations