| Maximum entropy distributions inferred from option portfolios on an asset C Neri, L Schneider Finance and Stochastics 16, 293-318, 2012 | 56 | 2012 |
| From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options L Schneider, B Tavin Journal of Banking & Finance 95, 185-202, 2018 | 44 | 2018 |
| Seasonal volatility in agricultural markets: Modelling and empirical investigations L Schneider, B Tavin Annals of Operations Research 334 (1), 7-58, 2024 | 38* | 2024 |
| Transaction costs, option prices, and model risk in fair value accounting L Belze, F Larmande, L Schneider European Accounting Review 29 (2), 201-232, 2020 | 12* | 2020 |
| A family of maximum entropy densities matching call option prices C Neri, L Schneider Applied Mathematical Finance 20 (6), 548-577, 2013 | 12 | 2013 |
| Intrinsic risk measures W Farkas, A Smirnow, K Glau, D Linders, A Min, M Scherer, L Schneider, ... World Scientific Publishing Co. Pte. Ltd., 2017 | 11 | 2017 |
| Firm value in emerging network industries L Schneider Information Economics and Policy 26, 75-87, 2014 | 8 | 2014 |
| The impact of the prior density on a minimum relative entropy density: A case study with SPX option data C Neri, L Schneider Materials 16 (5), 2642-2668, 2014 | 5 | 2014 |
| Euclidean affine functions and their application to calendar algorithms C Neri, L Schneider Software: Practice and Experience 53 (4), 937-970, 2023 | 2* | 2023 |
| Innovations In Insurance, Risk-And Asset Management-Proceedings Of The Innovations In Insurance, Risk-And Asset Management Conference K Glau, D Linders, A Min, M Scherer, L Schneider, R Zagst World Scientific, 2018 | 2 | 2018 |
| Intermittently coupled electricity markets E Pierre, L Schneider Energy Economics 130, 107327, 2024 | 1 | 2024 |
| The Variance Risk Premium in Crude Oil Futures Markets: Incorporating the OVX Time Series in a Stochastic Volatility Model F Le Grand, L Schneider Available at SSRN 4013711, 2022 | 1 | 2022 |
| A Note on" A Family of Maximum Entropy Densities Matching Call Option Prices" C Neri, L Schneider arXiv preprint arXiv:1212.4279, 2012 | 1 | 2012 |
| Revisiting the Gibson-Schwartz and Schwartz-Smith Commodity Models L Schneider, P Six, B Tavin Available at SSRN, 2024 | | 2024 |
| Measuring information flows in option markets: a relative entropy approach E André, L Schneider, B Tavin The Journal of Derivatives 31 (2), 73-99, 2023 | | 2023 |
| La comptabilisation des rémunérations aux salariés en actions selon IFRS 2: Gestion du prix de modèle L Belze, F Larmande, L Schneider Revue Française de Comptabilité, 26-28 p., 2016 | | 2016 |
| Was verraten Index-Optionen über zukünftige Abhängigkeiten? EM Ebach, M Scherer, L Schneider RISIKO MANAGER, 1-7, 2015 | | 2015 |
| Maximum Entropy Distributions for Futures Prices C Neri, L Schneider | | 2011 |
| A higher Albanese map for complex threefolds based on a construction by M. Green L Schneider Fundamenta Mathematicae 186, 111-146, 2005 | | 2005 |
| Une application d'Albanese supérieure pour les variétés complexes projectives lisses de dimension trois d'après une construction de M. Green L Schneider Paris 6, 2001 | | 2001 |
Bertrand TavinAssociate Professor, EMLYON Business SchoolEmail yang diverifikasi di em-lyon.com