| Electricity price modeling with stochastic time change S Borovkova, MD Schmeck Energy Economics 63, 51-65, 2017 | 105 | 2017 |
| Pricing futures and options in electricity markets FE Benth, MD Schmeck The Interrelationship Between Financial and Energy Markets, 233-260, 2014 | 29 | 2014 |
| On the seasonality in the implied volatility of electricity options V Fanelli, MD Schmeck Quantitative Finance 19 (8), 1321-1337, 2019 | 17 | 2019 |
| Pricing and hedging options in energy markets using Black-76 FE Benth, M Schmeck Journal of Energy Markets 7 (2), 2014 | 17 | 2014 |
| Capturing the power options smile by an additive two-factor model for overlapping futures prices M Piccirilli, MD Schmeck, T Vargiolu Energy Economics 95, 105006, 2021 | 10 | 2021 |
| Pricing options on forwards in energy markets: the role of mean reversion's speed MD Schmeck International Journal of Theoretical and Applied Finance 19 (08), 1650053, 2016 | 10 | 2016 |
| Pricing of spread options on a bivariate jump market and stability to model risk FE Benth, G Di Nunno, A Khedher, MD Schmeck Applied Mathematical Finance 22 (1), 28-62, 2015 | 10 | 2015 |
| A decomposition of general premium principles into risk and deviation M Nendel, F Riedel, MD Schmeck Insurance: Mathematics and Economics 100, 193-209, 2021 | 8 | 2021 |
| Mortality options: the point of view of an insurer MD Schmeck, H Schmidli Insurance: Mathematics and Economics 96, 98-115, 2021 | 6 | 2021 |
| On the seasonality in the implied volatility of electricity options V Fanelli, MD Schmeck Viviana Fanelli & Maren Diane Schmeck (2019) On the seasonality in the …, 2018 | 5 | 2018 |
| Stability of Merton's portfolio optimization problem for Lévy models FE Benth, MD Schmeck Stochastics An International Journal of Probability and Stochastic Processes …, 2013 | 5 | 2013 |
| Optimal switch from a fossil-fueled to an electric vehicle P Falbo, G Ferrari, G Rizzini, MD Schmeck Decisions in Economics and Finance 44, 1147-1178, 2021 | 4 | 2021 |
| Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model J Eisenberg, L Fabrykowski, MD Schmeck Risks 9 (4), 73, 2021 | 4 | 2021 |
| The Effect of Mean-Reverting Processes in the Pricing of Options in the Energy Market: An Arithmetic Approach MD Schmeck, S Schwerin Risks 9 (5), 100, 2021 | 2 | 2021 |
| Commodity forward curves with stochastic time change S Ladokhin, MD Schmeck, S Borovkova Available at SSRN 3871680, 2021 | 1 | 2021 |
| Stability of Stochastic Controls M Schmeck unpublished article, University of Oslo, 2010 | 1 | 2010 |
| FROM CALENDAR TIME TO BUSINESS TIME: THE CASE OF COMMODITY MARKETS S Borovkova, S Ladokhin, MD Schmeck Available at SSRN 4523892, 2024 | | 2024 |
| Pricing of Electricity Swaps with Geometric Averaging A Kemper, MD Schmeck arXiv preprint arXiv:2303.12527, 2023 | | 2023 |
| Implications of Model Choice in Lévy-driven Financial Markets MD Schmeck | | 2012 |
| Pricing and Hedging Options in Energy Markets by Black-76 M Schmeck | | |
