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Mean variance hedging for general claims

Schweizer, Martin - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005001476

A new characterization of the maringale property

Schweizer, Martin - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028354

Variance optimal hedging in discrete time

Schweizer, Martin - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028373

Martingale densities for general asset prices

Schweizer, Martin - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028376

Hedging of contingent claims under incomplete information

Foellmer, Hans; Schweizer, Martin - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028424

Risk-Minimizing Hedging Strategies under Restricted Information

Schweizer, Martin - University of Bonn, Germany - 1993

Persistent link: https://www.econbiz.de/10005028457

P-energy o and orthogonality of martingales

Schweizer, Martin - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028458

Approximating Random Variables by Stochastic Integrals

Schweizer, Martin - University of Bonn, Germany - 1993

Persistent link: https://www.econbiz.de/10005028481

A Projection Result for Semimartingales

Schweizer, Martin - University of Bonn, Germany - 1994

Persistent link: https://www.econbiz.de/10005028501

RatImage - research Assistance Toolbox for Computer-Aided Human Behavior Experiments

Abbink, Klaus; Sadrieh, Abdolkarim - University of Bonn, Germany - 1995

This paper reports on RatImage, a toolbox specifically developed to simplify the programming of software used in computerized human behavior experiments. RatImage contains Borland Turbo Pascal constans, variables, functions, and procedures which, when used, relieve programmers of many tedious...

Persistent link: https://www.econbiz.de/10005032179