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1

A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing

Benth, Fred Espen, Kallsen, Jan, Meyer‐Brandis, Thilo

Journal:

Applied Mathematical Finance

Year:

2007

Language:

english

File:

PDF, 419 KB

english, 2007

2

LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS

CHRISTODOULOU, PANAGIOTIS, DETERING, NILS, MEYER-BRANDIS, THILO

Journal:

International Journal of Theoretical and Applied Finance

Year:

2018

Language:

english

File:

PDF, 755 KB

english, 2018

3

Explicit Solution of a Non-Linear Filtering Problem for Lévy Processes with Application to Finance

Thilo Meyer-Brandis, Frank Proske

Journal:

Applied Mathematics & Optimization

Year:

2004

Language:

english

File:

PDF, 262 KB

english, 2004

4

The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps

Fred Espen Benth, Thilo Meyer-Brandis

Journal:

Finance and Stochastics

Year:

2005

Language:

english

File:

PDF, 154 KB

english, 2005

5

Liquidity Induced Asset Bubbles via Flows of ELMMs

Biagini, Francesca, Mazzon, Andrea, Meyer-Brandis, Thilo

Journal:

SIAM Journal on Financial Mathematics

Year:

2018

Language:

english

File:

PDF, 1.73 MB

english, 2018

6

Pricing of catastrophe insurance options written on a loss index with reestimation

Francesca Biagini, Yuliya Bregman, Thilo Meyer-Brandis

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 772 KB

english, 2008

7

A mean-field stochastic maximum principle via Malliavin calculus

Meyer-Brandis, Thilo, Øksendal, Bernt, Zhou, Xun Yu

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2012

Language:

english

File:

PDF, 232 KB

english, 2012

8

A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s

Olivier Menoukeu-Pamen, Thilo Meyer-Brandis, Torstein Nilssen…

Journal:

Mathematische Annalen

Year:

2013

Language:

english

File:

PDF, 399 KB

english, 2013

9

Optimal portfolio for an insider in a market driven by Lévy processes§

Nunno, Giulia Di, Meyer-Brandis, Thilo, Øksendal, Bernt, Proske, Frank

Journal:

Quantitative Finance

Year:

2006

Language:

english

File:

PDF, 197 KB

english, 2006

10

CONSISTENT FACTOR MODELS FOR TEMPERATURE MARKETS

HELL, PHILIPP, MEYER-BRANDIS, THILO, RHEINLÄNDER, THORSTEN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2012

Language:

english

File:

PDF, 274 KB

english, 2012

11

MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES

MEYER-BRANDIS, THILO, TANKOV, PETER

Journal:

International Journal of Theoretical and Applied Finance

Year:

2008

Language:

english

File:

PDF, 576 KB

english, 2008

12

Electricity spot price modelling with a view towards extreme spike risk

Klüppelberg, Claudia, Meyer-Brandis, Thilo, Schmidt, Andrea

Journal:

Quantitative Finance

Year:

2010

Language:

english

File:

PDF, 808 KB

english, 2010

13

A unified approach to systemic risk measures via acceptance sets

Biagini, Francesca, Fouque, Jean-Pierre, Frittelli, Marco, Meyer-Brandis, Thilo

Journal:

Mathematical Finance

Year:

2018

Language:

english

File:

PDF, 456 KB

english, 2018

14

Managing Default Contagion in Inhomogeneous Financial Networks

Detering, Nils, Meyer-Brandis, Thilo, Panagiotou, Konstantinos, Ritter, Daniel

Journal:

SIAM Journal on Financial Mathematics

Year:

2019

Language:

english

File:

PDF, 1.77 MB

english, 2019

15

Construction of strong solutions of SDE's via Malliavin calculus

Thilo Meyer-Brandis, Frank Proske

Journal:

Journal of Functional Analysis

Year:

2010

Language:

english

File:

PDF, 268 KB

english, 2010

16

Variable expression of some “housekeeping” genes during human keratinocyte differentiation

Brandi K Steele, Craig Meyers, Michelle A Ozbun

Journal:

Analytical Biochemistry

Year:

2002

Language:

english

File:

PDF, 239 KB

english, 2002

17

Wide-spread myelinated nerve fibers of the optic disc: do they influence the development of myopia?

Dieter Schmidt, Jörg H. Meyer, Johannes Brandi-Dohrn

Journal:

International Ophthalmology

Year:

1996-1997

Language:

english

File:

PDF, 1.38 MB

english, 1996-1997

18

Torque Transmission between Square Wire and Bracket as a Function of Measurement, Form and Hardness Parameters

Helge Fischer-Brandies, Wolfgang Orthuber, Mohammed Es-Souni, Stephan Meyer

Journal:

Journal of Orofacial Orthopedics/Fortschritte der Kieferorthopädie

Year:

2000

File:

PDF, 535 KB

2000

19

Explicit Representation of Strong Solutions of SDEs Driven by Infinite-Dimensional Lévy Processes

Thilo Meyer-Brandis, Frank Proske

Journal:

Journal of Theoretical Probability

Year:

2010

Language:

english

File:

PDF, 413 KB

english, 2010

20

Investigation of short-lived isomeric states with half-lives in the μs and ms region

K. Brandi, R. Engelmann, V. Hepp, E. Kluge, H. Krehbiel, U. Meyer-Berkhout

Journal:

Nuclear Physics

Year:

1964

Language:

english

File:

PDF, 1.42 MB

english, 1964

21

Beitrag zur Typisierung von Shigella sonnei auf Grund der Colicinbildung

H. Brandis, U. Meyer-Nieberg

Journal:

Journal of Molecular Medicine

Year:

1967

File:

PDF, 320 KB

1967

22

A deletion mutation in bovineSLC4A2is associated with osteopetrosis in Red Angus cattle

Stacey N Meyers, Tara G McDaneld, Shannon L Swist, Brandy M Marron, David J Steffen, Donal O'Toole, Jeffrey R O'Connell, Jonathan E Beever, Tad S Sonstegard, Timothy PL Smith

Journal:

Year:

2010

Language:

english

File:

PDF, 2.15 MB

english, 2010

23

Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps

Menoukeu Pamen, Olivier, Meyer-Brandis, Thilo, Proske, Frank, Binti Salleh, Hassilah

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2013

Language:

english

File:

PDF, 286 KB

english, 2013

24

Insider trading equilibrium in a market with memory

Francesca Biagini, Yaozhong Hu, Thilo Meyer-Brandis, Bernt Øksendal

Journal:

Mathematics and Financial Economics

Year:

2012

Language:

english

File:

PDF, 268 KB

english, 2012

25

Enumeration and identification of bacterial contaminants in commercial and locally produced honey

Amy K. Breslin, Brandi M. Meyer, Wendy S. Dria, David F. Vanata and Andrew V. Greene

Journal:

Year:

2011

Language:

english

File:

PDF, 981 KB

english, 2011

26

Risk Factors for Heart Attack, Stroke, and Venous Thrombosis Associated With Hormonal Contraceptive Use

Zakharova, M. Y., Meyer, R. M., Brandy, K. R., Datta, Y. H., Joseph, M. S., Schreiner, P. J., Rao, G. H., Divani, A. A.

Journal:

Clinical and Applied Thrombosis/Hemostasis

Year:

2011

Language:

english

File:

PDF, 170 KB

english, 2011

27

Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions

Meyer-Brandis, Thilo

Journal:

Stochastic Analysis and Applications

Year:

2007

Language:

english

File:

PDF, 165 KB

english, 2007

28

Enumeration and Identification of Bacterial Contaminants in Commercial and Locally Produced Honey

Breslin, Amy K., Meyer, Brandi M., Dria, Wendy S., Vanata, David F., Greene, Andrew V.

Journal:

Year:

2011

Language:

english

File:

PDF, 169 KB

english, 2011

29

Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions

Meyer-Brandis, Thilo

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2008

Language:

english

File:

PDF, 270 KB

english, 2008

30

Piggy-BACing the Human Genome I: Constructing a Porcine BAC Physical Map Through Comparative Genomics

Rogatcheva, Margarita B., Chen, Kefei, Larkin, Denis M., Meyers, Stacey N., Marron, Brandy M., He, Weisong, Schook, Lawrence B., Beever, Jonathan E.

Journal:

Animal Biotechnology

Year:

2008

Language:

english

File:

PDF, 416 KB

english, 2008

31

A Transparent Oversight Policy for Human Anatomical Specimen Management

Schmitt, Brandi, Wacker, Charlotte, Ikemoto, Lisa, Meyers, Frederick J., Pomeroy, Claire

Journal:

Academic Medicine

Year:

2014

Language:

english

File:

PDF, 273 KB

english, 2014

32

Twenty four hour blood pressure monitoring in normal tension glaucoma.

Meyer, J H, Brandi-Dohrn, J, Funk, J

Journal:

British Journal of Ophthalmology

Year:

1996

Language:

english

File:

PDF, 765 KB

english, 1996

33

How Duration Between Trades of Underlying Securities Affects Option Prices

Cartea, A., Meyer-Brandis, T.

Journal:

Review of Finance

Year:

2010

Language:

english

File:

PDF, 484 KB

english, 2010

34

MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES

DI NUNNO, GIULIA, MEYER-BRANDIS, THILO, ØKSENDAL, BERNT, PROSKE, FRANK

Journal:

Infinite Dimensional Analysis Quantum Probability and Related Topics

Year:

2005

Language:

english

File:

PDF, 261 KB

english, 2005

35

Evaluation of the Coagulation Profile Among Oral and Vaginal Combined Hormonal Contraceptive Users Using Sonoclot Coagulation Analyzer

Brandy, K. R., Meyer, R. M., Luo, X., Rao, G. H., Datta, Y. H., Divani, A. A.

Journal:

Clinical and Applied Thrombosis/Hemostasis

Year:

2012

Language:

english

File:

PDF, 227 KB

english, 2012

36

A Bayes Formula for Nonlinear Filtering with Gaussian and Cox Noise

Mandrekar, Vidyadhar, Meyer-Brandis, Thilo, Proske, Frank

Journal:

Journal of Probability and Statistics

Year:

2011

Language:

english

File:

PDF, 143 KB

english, 2011

37

Responses to tonic heat pain in the ongoing EEG under conditions of controlled attention

Giehl, Janet, Meyer-Brandis, Gesa, Kunz, Miriam, Lautenbacher, Stefan

Journal:

Somatosensory & Motor Research

Year:

2014

Language:

english

File:

PDF, 505 KB

english, 2014

38

Oral Versus Vaginal Combined Hormonal Contraceptives' Effect on Coagulation and Inflammatory Biomarkers Among Young Adult Women

Divani, A. A., Luo, X., Brandy, K. R., Meyer, R. M., Joseph, M. S., Flaherty, J. D., Rao, G. H. R., Datta, Y. H.

Journal:

Clinical and Applied Thrombosis/Hemostasis

Year:

2012

Language:

english

File:

PDF, 220 KB

english, 2012

39

ELECTRICITY FUTURES PRICE MODELING WITH LÉVY TERM STRUCTURE MODELS

F. Biagini, J. Bregman, T. Meyer-brandis

Year:

2015

Language:

english

File:

PDF, 269 KB

english, 2015

40

Litteraturnotizen

Review by: M. H. Jellinek, V. E. Mourek, Alfred Götze, K. Strecker, Martin, Brandi, Oskar Walzel, Julius Steinberger, B. Crome, R. M. Meyer, Paul Koldewey, Stefan Hock and Schröder

Journal:

Zeitschrift für deutsches Altertum und deutsche Literatur

Year:

1909

Language:

german

File:

PDF, 1.86 MB

german, 1909

41

A consistent two-factor model for pricing temperature derivatives

Groll, Andreas, López-Cabrera, Brenda, Meyer-Brandis, Thilo

Journal:

Energy Economics

Year:

2016

Language:

english

File:

PDF, 4.30 MB

english, 2016

42

Risk-consistent conditional systemic risk measures

Hoffmann, Hannes, Meyer-Brandis, Thilo, Svindland, Gregor

Journal:

Stochastic Processes and their Applications

Year:

2016

Language:

english

File:

PDF, 493 KB

english, 2016

43

SPIE Proceedings [SPIE SPIE Defense, Security, and Sensing - Orlando, Florida, United States (Monday 25 April 2011)] Sensors and Systems for Space Applications IV - Development of a suborbital flight experiment for validating a satellite inertia identification method

Martinez, Gerardo, Pham, Khanh D., Zmuda, Henry, Inzunza-Ibarra, Marco, Ferrel, Ivann, Cox, Joseph Lee, Meyer, Greg J., Herrera, Brandi, Ma, Ou

Year:

2011

Language:

english

File:

PDF, 3.62 MB

english, 2011

44

Litteraturnotizen

Review by: E. Zupitza, Richard M. Meyer, Edward Schröder, B. Kahle, W. Ranisch, Steinmeyer, Brandi, K. Wenck, H. Zahler, R. M. Werner and W. Keiper

Journal:

Zeitschrift für deutsches Altertum und deutsche Literatur

Year:

1902

Language:

german

File:

PDF, 1.62 MB

german, 1902

45

Control of Johnsongrass in the Absence of Glyphosate in Midsouth Cotton Production Systems

Meyer, Christopher J., Norsworthy, Jason K., IV, Daniel O. Stephenson, Bararpour, Mohammad T., Landry, Randall L., Woolam, Brandi C.

Journal:

Weed Technology

Year:

2015

Language:

english

File:

PDF, 267 KB

english, 2015

46

Pricing of catastrophe insurance options under immediate loss reestimation

Biagini, Francesca, Bregman, Yuliya, Meyer-Brandis, Thilo

Journal:

Journal of Applied Probability

Year:

2008

Language:

english

File:

PDF, 149 KB

english, 2008

47

Computing deltas without derivatives

Baños, D., Meyer-Brandis, T., Proske, F., Duedahl, S.

Journal:

Finance and Stochastics

Year:

2017

Language:

english

File:

PDF, 1.43 MB

english, 2017

48

Strongly consistent multivariate conditional risk measures

Hoffmann, Hannes, Meyer-Brandis, Thilo, Svindland, Gregor

Journal:

Mathematics and Financial Economics

Year:

2018

Language:

english

File:

PDF, 681 KB

english, 2018

49

Fatou closedness under model uncertainty

Maggis, Marco, Meyer-Brandis, Thilo, Svindland, Gregor

Journal:

Year:

2018

Language:

english

File:

PDF, 495 KB

english, 2018

50

-expectation

Biagini, Francesca, Mancin, Jacopo, Brandis, Thilo Meyer

Journal:

Stochastic Processes and their Applications

Year:

2018

Language:

english

File:

PDF, 503 KB

english, 2018