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researcher

M. Schmutz

9 papers hereh-index 9239 citations27 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author2
  • middle author1
  • last author5

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • q-fin.RM3
  • math.PR2
  • q-fin.PR2
  • q-fin.CP1
  • q-fin.MF1
same name
  • M. Schmutz — 3 papers, h 36

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20082025
most citedInvariance properties of random vectors and stochastic processes based on the zonoid concept

30 citations · 44 across the 8 of their papers we have counts for

collaborators
Showing 2009Show all

1 paper · 1 filter

q-fin.PR2009

Exchangeability type properties of asset prices

Ilya Molchanov, Michael Schmutz

In this paper we analyse financial implications of exchangeability and similar properties of finite dimensional random vectors. We show how these properties are reflected in prices…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.