Thorsten Schmidt

43 papers and 436 indexed citations i.

Thorsten Schmidt has authored 43 papers that have received a total of 436 indexed citations. This includes 32 papers in Finance, 7 papers in Economics and Econometrics and 6 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (29 papers), Credit Risk and Financial Regulations (14 papers) and Financial Risk and Volatility Modeling (10 papers). Thorsten Schmidt is often cited by papers focused on Stochastic processes and financial applications (29 papers), Credit Risk and Financial Regulations (14 papers) and Financial Risk and Volatility Modeling (10 papers) and collaborates with scholars based in Germany, France and Poland. Thorsten Schmidt's co-authors include Ernst Eberlein, Rüdiger Frey, Zorana Grbac, Jens Schaumburger and Joachim Grifka and has published in prestigious journals such as Journal of Banking & Finance, SIAM Journal on Numerical Analysis and International Journal of Cardiology.