Daniel Schwarz
AuthID: R-00H-2J1
1
TITLE: Isomorphic diffuse glioma is a morphologically and molecularly distinct tumour entity with recurrent gene fusions of MYBL1 or MYB and a benign disease course Full Text
AUTHORS: Annika K Wefers; Damian Stichel; Daniel Schrimpf; Roland Coras; Melanie Pages; Arnault Tauziede Espariat; Pascale Varlet; Daniel Schwarz; Figen Soylemezoglu; Ute Pohl; Jose Pimentel; Jochen Meyer; Ekkehard Hewer; Anna Japp; Abhijit Joshi; David E Reuss; Annekathrin Reinhardt; Philipp Sievers; Belen B Casalini; Azadeh Ebrahimi; ...More
PUBLISHED: 2020, SOURCE: ACTA NEUROPATHOLOGICA, VOLUME: 139, ISSUE: 1
AUTHORS: Annika K Wefers; Damian Stichel; Daniel Schrimpf; Roland Coras; Melanie Pages; Arnault Tauziede Espariat; Pascale Varlet; Daniel Schwarz; Figen Soylemezoglu; Ute Pohl; Jose Pimentel; Jochen Meyer; Ekkehard Hewer; Anna Japp; Abhijit Joshi; David E Reuss; Annekathrin Reinhardt; Philipp Sievers; Belen B Casalini; Azadeh Ebrahimi; ...More
PUBLISHED: 2020, SOURCE: ACTA NEUROPATHOLOGICA, VOLUME: 139, ISSUE: 1
INDEXED IN: 
Scopus 
WOS
Scopus WOS2
TITLE: Market completion with derivative securities
AUTHORS: Daniel C Schwarz;
PUBLISHED: 2016, SOURCE: Finance and Stochastics, VOLUME: 21, ISSUE: 1
AUTHORS: Daniel C Schwarz;
PUBLISHED: 2016, SOURCE: Finance and Stochastics, VOLUME: 21, ISSUE: 1
3
TITLE: Risk-neutral pricing of financial instruments in emission markets: A structural approach
AUTHORS: Sam Howison; Daniel Schwarz;
PUBLISHED: 2015, SOURCE: SIAM Review, VOLUME: 57, ISSUE: 1
AUTHORS: Sam Howison; Daniel Schwarz;
PUBLISHED: 2015, SOURCE: SIAM Review, VOLUME: 57, ISSUE: 1
INDEXED IN: Scopus
Scopus IN MY: 
ORCID
ORCID4
TITLE: Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
AUTHORS: Sam Howison; Daniel Schwarz;
PUBLISHED: 2015, SOURCE: SIAM Review, VOLUME: 57, ISSUE: 1
AUTHORS: Sam Howison; Daniel Schwarz;
PUBLISHED: 2015, SOURCE: SIAM Review, VOLUME: 57, ISSUE: 1
5
TITLE: The valuation of clean spread options: Linking electricity, emissions and fuels Full Text
AUTHORS: Carmona, R; Coulon, M; Schwarz, D;
PUBLISHED: 2012, SOURCE: Quantitative Finance, VOLUME: 12, ISSUE: 12
AUTHORS: Carmona, R; Coulon, M; Schwarz, D;
PUBLISHED: 2012, SOURCE: Quantitative Finance, VOLUME: 12, ISSUE: 12
6
TITLE: Risk-neutral pricing of financial instruments in emission markets: A structural approach Full Text
AUTHORS: Howison, S; Schwarz, D;
PUBLISHED: 2012, SOURCE: SIAM Journal on Financial Mathematics, VOLUME: 3, ISSUE: 1
AUTHORS: Howison, S; Schwarz, D;
PUBLISHED: 2012, SOURCE: SIAM Journal on Financial Mathematics, VOLUME: 3, ISSUE: 1
7
TITLE: Electricity price modeling and asset valuation: a multi-fuel structural approach
AUTHORS: René Carmona; Michael Coulon; Daniel Schwarz;
PUBLISHED: 2012, SOURCE: Mathematics and Financial Economics, VOLUME: 7, ISSUE: 2
AUTHORS: René Carmona; Michael Coulon; Daniel Schwarz;
PUBLISHED: 2012, SOURCE: Mathematics and Financial Economics, VOLUME: 7, ISSUE: 2
