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TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
Schweizer, Martin
;
Wissel, Johannes
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 77-114
Persistent link: https://www.econbiz.de/10008221370
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112
DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
Klöppel, Susanne
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 599
Persistent link: https://www.econbiz.de/10008221609
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113
Editorial
Schweizer, Martin
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10008222121
Saved in:
114
Risk-Minimizing Hedging Strategies under Restricted Information
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10008223915
Saved in:
115
From structural assumptions to a link between assets and interest rates
Reiß, Oliver
;
Schoenmakers, John
;
Schweizer, Martin
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 593-612
Persistent link: https://www.econbiz.de/10007590420
Saved in:
116
Editorial
Korn, Ralf
;
Schweizer, Martin
- In:
Finance and stochastics
13
(
2009
)
3
,
pp. 305-306
Persistent link: https://www.econbiz.de/10008274840
Saved in:
117
Arbitrage-free market models for option prices: the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-506
Persistent link: https://www.econbiz.de/10008108414
Saved in:
118
A monetary value for initial information in portfolio optimization
Amendinger, Jürgen
;
Becherer, Dirk
;
Schweizer, Martin
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10001724639
Saved in:
119
Martingale densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
Saved in:
120
On the minimal martingale measure and the Föllmer-Schweizer decomposition
Schweizer, Martin
-
1994
Persistent link: https://www.econbiz.de/10000895886
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