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On the minimal martingale meas...
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Schweizer, M.
8
Pham, H.
2
Rheinländer, T.
2
Amendinger, J.
1
Becherer, D.
1
DELBAEN, F.
1
Imkeller, P.
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Sonderforschungsbereich 373
Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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On L-Projections on a Space of Stochastic Integrals
Rheinländer, T.
;
Schweizer, M.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794995
Saved in:
2
Mean- Variance Hedging for Continuous Processes: New Proofs and Examples
Pham, H.
;
Rheinländer, T.
;
Schweizer, M.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795095
Saved in:
3
Weighted Norm Inequalities and Hedging in Incomplete Markets
DELBAEN, F.
;
MONAT, P.
;
STRICKER, C.
;
SCHACHERMAYER, W.
; …
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795151
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4
Additional Logarithmic Utility of an Insider
Swanson, N.
;
Imkeller, P.
;
Schweizer, M.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796250
Saved in:
5
Local Risk-Minimization under Transaction Costs
Lamberton, D.
;
Pham, H.
;
Schweizer, M.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796252
Saved in:
6
Quantifying the Value of Initial Investment Information
Amendinger, J.
;
Becherer, D.
;
Schweizer, M.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742940
Saved in:
7
A Guided Tour through Quadratic Hedging Approaches
Schweizer, M.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742986
Saved in:
8
On Feedback Effects from Hedging Derivatives
Platen, E.
;
Schweizer, M.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005743009
Saved in:
9
A Minimality Property of the Minimal Martingale Measure
Schweizer, M.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005624002
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