• Diploma in Mathematics, University of Trier
• Ph.D. in Mathematics (Dr. rer. nat.), University Duisburg-Essen
• Postdoc/Lecturer, Chair of Financial Mathematics, University of Ulm
• Postdoctoral Research Fellow, Département de Mathématique, Sciences Actuarielles, Université Libre de Bruxelles, Brussels, Belgium
• Quant positions in the Insurance & Banking Industry, Frankfurt/Main
• Since May 2023, Wissenschaftlicher Mitarbeiter at RPTU Kaiserslautern-Landau

Interest Rate Modeling with Generalized Langevin Equations
Brazilian Journal of Probability and Statistics (BJPS) 37, 2023, Pages 513-533. DOI
M. Hess

VIX Modeling for a Market Insider
International Journal of Theoretical and Applied Finance (IJTAF) 26, 2023, Pages 2350015. DOI
M. Hess

The stochastic Leibniz formula for Volterra integrals under enlarged filtrations
Stochastic Models 39, 2023, Pages 823-850. DOI
M. Hess

The VIX and Future Information
International Journal of Theoretical and Applied Finance (IJTAF) 24, 2021, Pages 2150038. DOI
M. Hess

A New Approach to Wind Power Futures Pricing
Decisions in Economics and Finance (DEAF) 44, 2021, Pages 1235-1252. DOI
M. Hess

Explicit Representations for Utility Indifference Prices
Applied Mathematical Finance 28, 2021, Pages 23-47. DOI
M. Hess

An Anticipative Stochastic Minimum Principle under Enlarged Filtrations
Stochastic Analysis and Applications 39, 2021, Pages 252-277. DOI
M. Hess

Pricing Electricity Forwards under Future Information on the Stochastic Mean-Reversion Level
Decisions in Economics and Finance (DEAF) 43, 2020, Pages 751-767. DOI
M. Hess

A Pure-Jump Mean-Reverting Short Rate Model
Modern Stochastics: Theory and Applications 7, 2020, Pages 113-134. DOI
M. Hess

Enlarged Filtrations and Indistinguishable Processes
Stochastic Analysis and Applications 38, 2020, Pages 179-189. DOI
M. Hess

An Arithmetic Pure-Jump Multi-Curve Interest Rate Model
International Journal of Theoretical and Applied Finance (IJTAF) 22, 2019, Pages 1950042. DOI
M. Hess

Optimal Equivalent Probability Measures under Enlarged Filtrations
Journal of Optimization Theory and Applications (JOTA) 183, 2019, Pages 813-839. DOI
M. Hess

Minimal Variance Hedging in Multicurve Interest Rate Modeling
Lithuanian Mathematical Journal (LMJ) 59, 2019, Pages 338-356. DOI
M. Hess

Pricing Temperature Derivatives under Weather Forecasts
International Journal of Theoretical and Applied Finance (IJTAF), 21, 2018, Pages 1850031. DOI
M. Hess

Cliquet Option Pricing in a Jump-Diffusion Lévy Model
Modern Stochastics: Theory and Applications, 5, 2018, Pages 317-336. DOI
M. Hess

Cliquet Option Pricing with Meixner Processes
Modern Stochastics: Theory and Applications, 1, 2018, Pages 81-97. DOI
M. Hess

Modeling Positive Electricity Prices with Arithmetic Jump-Diffusions
Energy Economics, 67, 2017, Pages 496-507. DOI
M. Hess

Modeling and Pricing Precipitation Derivatives under Weather Forecasts
International Journal of Theoretical and Applied Finance (IJTAF), 19, 2016, Pages 1650051. DOI
M. Hess