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A minimality property of the minimal martingale measure
Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000168634
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On smile and skewness
Platen, Eckhard - 1994
Persistent link: https://www.econbiz.de/10000903723
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Risk minimizing hedging strategies under restricted information
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880233
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Approximating random variables by stochastic integrals
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880244
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A projection result for semimartingales
Schweizer, Martin - 1994
Persistent link: https://www.econbiz.de/10000881808
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Variance optimal hedging in discrete time
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000855568
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P-energy 0 and orthogonality of martingales
Schweizer, Martin - 1989
Persistent link: https://www.econbiz.de/10000757513
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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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Risky options simplified
Schweizer, Martin - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10001372090