30 citations · 44 across the 8 of their papers we have counts for
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math.PR2012★ 30 cited
Invariance properties of random vectors and stochastic processes based on the zonoid concept
Ilya Molchanov, Michael Schmutz, Kaspar Stucki
Two integrable random vectors and in are said to be zonoid equivalent if, for each , the scalar products and $\lan…
math.PR2012★ 1 cited
Self-dual continuous processes
Thorsten Rheinländer, Michael Schmutz
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes which is, for continuous semimartingales, related t…