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Simplified mean-variance portfolio optimisation
Fontana, Claudio; Schweizer, Martin - In: Mathematics and financial economics 6 (2012) 2, pp. 125-152
Persistent link: https://www.econbiz.de/10009580935
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Properly discounted asset prices are semimartingales
Bálint, Dániel; Schweizer, Martin - In: Mathematics and financial economics 14 (2020) 4, pp. 661-674
Persistent link: https://www.econbiz.de/10012321854
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Mean variance hedging for general claims
Schweizer, Martin - University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005001476
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A new characterization of the maringale property
Schweizer, Martin - University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028354
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Variance optimal hedging in discrete time
Schweizer, Martin - University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028373
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Martingale densities for general asset prices
Schweizer, Martin - University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028376
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Hedging of contingent claims under incomplete information
Foellmer, Hans; Schweizer, Martin - University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028424
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Risk-Minimizing Hedging Strategies under Restricted Information
Schweizer, Martin - University of Bonn, Germany - 1993
Persistent link: https://www.econbiz.de/10005028457
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P-energy o and orthogonality of martingales
Schweizer, Martin - University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028458
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Approximating Random Variables by Stochastic Integrals
Schweizer, Martin - University of Bonn, Germany - 1993
Persistent link: https://www.econbiz.de/10005028481