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~person:"Schweizer, Martin"
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option pricing
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incomplete markets
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locally risk-minimization trading strategies
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Schweizer, Martin
Evstigneev, Igor V.
94
Selten, Reinhard
45
Hens, Thorsten
43
Krelle, Wilhelm
43
Taksar, Michael
43
Schenk-Hoppé, Klaus Reiner
37
Amir, Rabah
31
Kräkel, Matthias
31
Evstigneev, Igor
30
Taksar, Michael I.
29
Hildenbrand, Werner
24
Boes, Dieter
19
Peters, Wolfgang
19
Pope, Robin
19
Abbink, Klaus
16
Kneip, Alois
15
Oechssler, Jörg
15
Haerdle, W.
14
Bös, Dieter
13
Hennig-Schmidt, Heike
13
Luo, Shangzhen
13
Schuerger, Klaus
13
Haerdle, Wolfgang
12
Jerison, Michael
12
Werner, Hans-Joachim
12
Winter, Eyal
12
Ebert, Udo
11
Moldovanu, Benny
11
Sadrieh, Abdolkarim
11
Schnitzer, Monika
11
Schweizer, Urs
11
Sliwka, Dirk
11
Nett, Lorenz
10
Samuelson, Larry
10
Schlag, Karl H.
10
Sondermann, Dieter
10
Bester, Helmut
9
Christopeit, Norbert
9
Eckwert, Bernhard
9
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University of Bonn, Germany
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Discussion Paper Serie B
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RePEc
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1
Mean variance hedging for general claims
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005001476
Saved in:
2
A new characterization of the maringale property
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028354
Saved in:
3
Variance optimal hedging in discrete time
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028373
Saved in:
4
Martingale densities for general asset prices
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028376
Saved in:
5
Hedging of contingent claims under incomplete information
Foellmer, Hans
;
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028424
Saved in:
6
Risk-Minimizing Hedging Strategies under Restricted Information
Schweizer, Martin
-
University of Bonn, Germany
-
1993
Persistent link: https://www.econbiz.de/10005028457
Saved in:
7
P-energy o and orthogonality of martingales
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028458
Saved in:
8
Approximating Random Variables by Stochastic Integrals
Schweizer, Martin
-
University of Bonn, Germany
-
1993
Persistent link: https://www.econbiz.de/10005028481
Saved in:
9
A Projection Result for Semimartingales
Schweizer, Martin
-
University of Bonn, Germany
-
1994
Persistent link: https://www.econbiz.de/10005028501
Saved in:
10
Option hedging for seminartingales
Schweizer, Martin
-
University of Bonn, Germany
-
1989
Persistent link: https://www.econbiz.de/10005032199
Saved in:
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