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Approximation pricing and the variance-optimal martingale measure
Schweizer, Martin - 1995
Persistent link: https://www.econbiz.de/10000927705
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On the minimal martingale measure and the Föllmer-Schweizer decomposition
Schweizer, Martin - 1994
Persistent link: https://www.econbiz.de/10000895886
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A new characterization of the Martingale property
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000855567
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Variance optimal hedging in discrete time
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000855568
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A microeconomic approach to diffusion models for stock prices
Föllmer, Hans - 1992
Persistent link: https://www.econbiz.de/10000865671
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Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - 1992
Persistent link: https://www.econbiz.de/10000834044
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Hedging of contingent claims under incomplete information
Föllmer, Hans; Schweizer, Martin - 1990
Persistent link: https://www.econbiz.de/10000811991
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Mean-variance hedging for general claims
Schweizer, Martin - 1990
Persistent link: https://www.econbiz.de/10000811993
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Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147
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P-energy 0 and orthogonality of martingales
Schweizer, Martin - 1989
Persistent link: https://www.econbiz.de/10000757513