Concepedia

Maren Diane Schmeck

MD

3

Publications

141

Citations

3

H-Index

2017

Active since

Affiliations

Bielefeld University(Current)

Maren Diane Schmeck is an author at Bielefeld University specializing in asset pricing, option pricing, and business.

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Publications per year

2017–2021

3

Publications

3

Electricity price modeling with stochastic time change

Svetlana Borovkova, Maren Diane Schmeck · Energy Economics · 2017 · 99 citations · Full text

On the seasonality in the implied volatility of electricity options

Viviana Fanelli, Maren Diane Schmeck · Quantitative Finance · 2019 · 29 citations

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Capturing the power options smile by an additive two-factor model for overlapping futures prices

Marco Piccirilli, Maren Diane Schmeck, Tiziano Vargiolu · Research Padua Archive (University of Padua) · 2021 · 13 citations

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