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Quantifying the value of initial investment information
Amendinger, Jürgen; Becherer, Dirk; Schweizer, Martin - 2000
Persistent link: https://www.econbiz.de/10001509224
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Implied savings accounts are unique
Döberlein, Frank; Schweizer, Martin; Stricker, Christophe - In: Finance and stochastics 4 (2000) 4, pp. 431-442
Persistent link: https://www.econbiz.de/10001539196
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Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên - In: Finance and stochastics 2 (1998) 2, pp. 173-198
Persistent link: https://www.econbiz.de/10001235406
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On feedback effects from hedging derivatives
Platen, Eckhard - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 67-84
Persistent link: https://www.econbiz.de/10001240796
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Convergence of option values under incompleteness
Runggaldier, Wolfgang J. - 1995
Persistent link: https://www.econbiz.de/10000927701
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Additional logarithmic utility of an insider
Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000992271
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Local risk-minimization under transaction costs
Lamberton, Damien; Pham, Huyên; Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000992328
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On smile and skewness
Platen, Eckhard - 1994
Persistent link: https://www.econbiz.de/10000903723
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A microeconomic approach to diffusion models for stock prices
Föllmer, Hans - In: Mathematical finance : an international journal of … 3 (1993) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001185148
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Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - In: Mathematical finance : an international journal of … 2 (1992) 3, pp. 153-187
Persistent link: https://www.econbiz.de/10001143994