Concepedia

Uwe Schmock

US

Statistics

Publications

13

Citations

4K

H-Index

12

Active since

1989

Affiliations

ETH Zurich(Current)

TU Wien

Technische Universität Berlin

University of Zurich

Uwe Schmock is an author at ETH Zurich specializing in mathematics, stochastic processes, and probability theory.

ORCID

Publications per year

1989–2018

13

Publications

13

Large Deviations Techniques and Applications

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

, , +15

On self-attracting $d$-dimensional random walks

Erwin Bolthausen, Uwe Schmock · The Annals of Probability · 1997 · 39 citations · Full text

, , +7

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

, , +16

Measures and Probabilities

Uwe Schmock, Michel Simonnet · Journal of the American Statistical Association · 1998 · 37 citations

, , +13

Valuation of exotic options under shortselling constraints

Uwe Schmock, Steven E. Shreve, Uwe Wystup · Finance and Stochastics · 2002 · 27 citations

, , +11

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