12 citations · 16 across the 6 of their papers we have counts for
6 papers
An Exploratory Study of Ad Hoc Parsers in Python
Michael Schröder, Marc Goritschnig, Jürgen Cito
Background: Ad hoc parsers are pieces of code that use common string functions like split, trim, or slice to effectively perform parsing. Whether it is handling command-line argume…
Grammars for Free: Toward Grammar Inference for Ad Hoc Parsers
Michael Schröder, Jürgen Cito
Ad hoc parsers are everywhere: they appear any time a string is split, looped over, interpreted, transformed, or otherwise processed. Every ad hoc parser gives rise to a language:…
An Empirical Investigation of Command-Line Customization
Michael Schröder, Jürgen Cito
The interactive command line, also known as the shell, is a prominent mechanism used extensively by a wide range of software professionals (engineers, system administrators, data s…
On the valuation of arithmetic-average Asian options: the Geman-Yor Laplace transform revisited
Peter Carr, Michael Schröder
The 1993 Laplace transform approach of Geman and Yor is a celebrated advance in valuing Asian options. Its insights are fundamental from both a mathematical and a financial perspec…
On the valuation of arithmetic-average Asian options: Laguerre series and Theta integrals
Michael Schröder
In a recent significant advance, using Laguerre series, the valuation of Asian options has been reduced by Dufresne to computing the negative moments of Yor's accumulation processe…
On the valuation of Asian options: integral representations
Michael Schröder
This paper derives integral representations for the Black-Scholes price of arithmetic-average Asian options. Their proof is by Laplace inverting the 1992 Laplace transform of Geman…