Manuel Schmid
Technische Universität Dresden
Manuel Schmid holds a doctorate from the Technische Universität Dresden. His interest is in computational finance with a focus on generating synthetic, non-Gaussian time series data. Presently he consults on financial risk management at PwC Germany.
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Articles by Manuel Schmid
Simulating the Cox–Ingersoll–Ross and Heston processes: matching the first four moments
This paper investigates various techniques for the CIR and Heston models.