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Yannick Dillschneider

Observed name: Dillschneider, Yannick 1985-
ORCID: 0000-0003-2075-008X
Observed ORCID: 0000-0003-2075-008X
OpenAlex ID: A5005120724
Functional Ross Recovery: An Operator Approach
2017 · Yannick Dillschneider, Raimond Maurer · Journal of Economic Dynamics and Control · 15
GMM Estimation of Stochastic Volatility Models Using Transform-Based Moments of Derivatives Prices
2021 · Yannick Dillschneider, Raimond Maurer · SSRN Electronic Journal · 4
Optimal annuitization under stochastic interest rates
2024 · Yannick Dillschneider, Raimond Maurer, et al. · Astin Bulletin · 1
A Machine Learning Framework for Asset Pricing
2022 · Yannick Dillschneider · SSRN Electronic Journal · 1
Generalized Transform Analysis for Asset Pricing and Parameter Estimation
2021 · Yannick Dillschneider · SSRN Electronic Journal · 1
Affine Stochastic Volatility Models: Supplementary Material
2019 · Yannick Dillschneider · SSRN Electronic Journal · 1
Generalized Euler Equation Errors for Discrete Time Dynamic Portfolio Choice Models
2019 · Yannick Dillschneider, Raimond Maurer, et al. · SSRN Electronic Journal · 1
Ross Recovery in Pricing Semigroups
2018 · Yannick Dillschneider · SSRN Electronic Journal · 1
What can you Really Tell from Option Prices?
2026 · Oleg Bondarenko, Yannick Dillschneider, et al. · SSRN Electronic Journal
Option Prices and Option-Implied Probabilities in Incomplete Markets
2026 · Yannick Dillschneider · SSRN Electronic Journal
Functional Estimation of Option Pricing Models
2025 · Yannick Dillschneider, Evgenii Vladimirov · SSRN Electronic Journal
Standard Transform Analysis for Asset Pricing and Parameter Estimation
2022 · Yannick Dillschneider · SSRN Electronic Journal
Pricing Dividend Derivatives in Reduced-Form and Structural Models
2022 · Yannick Dillschneider · SSRN Electronic Journal
Option-Implied Moments: A Generalized Moment Problem Approach
2022 · Yannick Dillschneider · SSRN Electronic Journal
Characteristic Function-Based Estimation of Affine Option Pricing Models
2019 · Yannick Dillschneider · SSRN Electronic Journal
Works count: 16
Citation count: 25
H-index: 2
I10-index: 1
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