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Approximation pricing and the variance-optimal martingale measure
Schweizer, Martin
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1995
Persistent link: https://www.econbiz.de/10000927705
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2
On the minimal martingale measure and the Föllmer-Schweizer decomposition
Schweizer, Martin
-
1994
Persistent link: https://www.econbiz.de/10000895886
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3
A new characterization of the Martingale property
Schweizer, Martin
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1993
Persistent link: https://www.econbiz.de/10000855567
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4
Variance optimal hedging in discrete time
Schweizer, Martin
-
1993
Persistent link: https://www.econbiz.de/10000855568
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5
A microeconomic approach to diffusion models for stock prices
Föllmer, Hans
-
1992
Persistent link: https://www.econbiz.de/10000865671
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6
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000834044
Saved in:
7
Hedging of contingent claims under incomplete information
Föllmer, Hans
;
Schweizer, Martin
-
1990
Persistent link: https://www.econbiz.de/10000811991
Saved in:
8
Mean-variance hedging for general claims
Schweizer, Martin
-
1990
Persistent link: https://www.econbiz.de/10000811993
Saved in:
9
Martingale densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
Saved in:
10
P-energy 0 and orthogonality of martingales
Schweizer, Martin
-
1989
Persistent link: https://www.econbiz.de/10000757513
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