Uwe Schmock

Large Deviations Techniques and Applications

Uwe Schmock, Amir Dembo, Ofer Zeitouni · Journal of the American Statistical Association · 2000 · 3.7K citations

Large Deviations, Large Deviations Techniques, Engineering +8

On self-attracting $d$-dimensional random walks

Erwin Bolthausen, Uwe Schmock · The Annals of Probability · 1997 · 38 citations · Full text

Engineering, Random Walks, Entropy +10

Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk

Uwe Schmock · Astin Bulletin · 1999 · 38 citations · Full text

Engineering, Asset Pricing, Uncertainty Quantification +12

Measures and Probabilities

Uwe Schmock, Michel Simonnet · Journal of the American Statistical Association · 1998 · 34 citations

Topological Semigroups, Measure Theory, Integration Relative +11

Valuation of exotic options under shortselling constraints

Uwe Schmock, Steven E. Shreve, Uwe Wystup · Finance and Stochastics · 2002 · 26 citations

Mathematical Programming, Option Pricing, Asset Pricing +6