Narrow search
Showing 1 - 5 of 5
Cover Image
A minimality property of the minimal martingale measure
Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000168634
Cover Image
A guided tour through quadratic hedging approaches
Schweizer, Martin - 1999
Persistent link: https://www.econbiz.de/10001473109
Cover Image
Additional logarithmic utility of an insider
Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000992271
Cover Image
Local risk-minimization under transaction costs
Lamberton, Damien; Pham, Huyên; Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000992328
Cover Image
Quantifying the value of initial investment information
Amendinger, Jürgen; Becherer, Dirk; Schweizer, Martin - 2000
Persistent link: https://www.econbiz.de/10001509224