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Schellhorn, Henry

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Author ID: schellhorn.henry Recent zbMATH articles by "Schellhorn, Henry"
Published as: Schellhorn, Henry
Documents Indexed: 19 Publications since 1997

Publications by Year

Citations contained in zbMATH

6 Publications have been cited 10 times in 9 Documents Cited by Year
Credit risk in a network economy. Zbl 1232.91686
Cossin, Didier; Schellhorn, Henry
3
2007
A representation theorem for smooth Brownian martingales. Zbl 1352.60062
Jin, Sixian; Peng, Qidi; Schellhorn, Henry
2
2016
Combination trading with limit orders. Zbl 0894.90052
Schellhorn, Henry
2
1997
Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients. Zbl 06860587
Jin, Sixian; Peng, Qidi; Schellhorn, Henry
1
2018
A double-sided multiunit combinatorial auction for substitutes: Theory and algorithms. Zbl 1159.91381
Schellhorn, Henry
1
2009
Variance reduction techniques for large scale risk management. Zbl 0937.91070
Schellhorn, Henry; Kidani, Flora
1
2000
Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients. Zbl 06860587
Jin, Sixian; Peng, Qidi; Schellhorn, Henry
1
2018
A representation theorem for smooth Brownian martingales. Zbl 1352.60062
Jin, Sixian; Peng, Qidi; Schellhorn, Henry
2
2016
A double-sided multiunit combinatorial auction for substitutes: Theory and algorithms. Zbl 1159.91381
Schellhorn, Henry
1
2009
Credit risk in a network economy. Zbl 1232.91686
Cossin, Didier; Schellhorn, Henry
3
2007
Variance reduction techniques for large scale risk management. Zbl 0937.91070
Schellhorn, Henry; Kidani, Flora
1
2000
Combination trading with limit orders. Zbl 0894.90052
Schellhorn, Henry
2
1997

Citations by Year