#### Filter Results:

- Full text PDF available (5)

#### Publication Year

2010

2016

- This year (0)
- Last 5 years (5)
- Last 10 years (6)

#### Publication Type

#### Co-author

#### Journals and Conferences

#### Key Phrases

Learn More

- Cassio Neri, Lorenz Schneider
- Finance and Stochastics
- 2012

We obtain the Maximum Entropy distribution for an asset from call and digital option prices. A rigorous mathematical proof of its existence and exponential form is given, which can also be applied to legitimize a formal derivation by Buchen and Kelly [4]. We give a simple and robust algorithm for our method and compare our results to theirs. Finally, we… (More)

- Karsten Kantner, Sumaira Ashraf, +21 authors Wolfgang J Parak
- Small
- 2015

Colloidal particles with fluorescence read-out are commonly used as sensors for the quantitative determination of ions. Calcium, for example, is a biologically highly relevant ion in signaling, and thus knowledge of its spatio-temporal distribution inside cells would offer important experimental data. However, the use of particle-based intracellular sensors… (More)

- Lorenz Schneider
- Information Economics and Policy
- 2014

This paper examines emerging industries that exhibit positive network effects. We put forward a dynamic model in which two technologies compete to be the standard. The model provides a quantitative method for the valuation of firms. We use the model to examine the relationship between network effects, consumer heterogeneity, and prices. We show that the… (More)

- Ruifeng Li, Lorenz Maximilian Schneider, Wolfram Heimbrodt, Huizhen Wu, Martin Koch, Arash Rahimi-Iman
- Scientific reports
- 2016

Graphene photo-detectors functionalized by colloidal quantum dots (cQDs) have been demonstrated to show effective photo-detection. Although the transfer of charge carriers or energy from the cQDs to graphene is not sufficiently understood, it is clear that the mechanism and efficiency of the transfer depends on the morphology of the interface between cQDs… (More)

- Cassio Neri, Lorenz Schneider
- Entropy
- 2014

We study the problem of finding probability densities that match given European call option prices. To allow prior information about such a density to be taken into account, we generalise the algorithm presented in Neri and Schneider (Appl. Math. Finance 2013) to find the maximum entropy density of an asset price to the relative entropy case. This is… (More)

- Ngoc Duc Tran, Martin Albicker, Lorenz Schneider, Nicolai Cramer
- Organic & biomolecular chemistry
- 2010

A combination of an enantioselective conjugate addition/trapping sequence and a ruthenium(iii)-catalyzed domino cyclization provides a concise access to benzo[d]xanthenes found in several anti-influenza active sesquiterpene natural products.

- ‹
- 1
- ›