Martin Schweizer - researchr alias

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Viewing Publication 1 - 14 from 14

2016

Editorial: 20th anniversary of Finance and StochasticsMartin Schweizer, Dieter Sondermann. fs, 20(4):807-808, 2016. [doi]

2014

A note on the condition of no unbounded profit with bounded riskKoichiro Takaoka, Martin Schweizer. fs, 18(2):393-405, 2014. [doi]

2009

EditorialRalf Korn, Martin Schweizer. fs, 13(3):305-306, 2009. [doi]

2008

Arbitrage-free market models for option prices: the multi-strike caseMartin Schweizer, Johannes Wissel. fs, 12(4):469-505, 2008. [doi]

2007

EditorialMartin Schweizer. fs, 11(1):1-2, 2007. [doi]

2004

Mean-variance hedging and stochastic control: beyond the Brownian settingOlga Bobrovnytska, Martin Schweizer. tac, 49(3):396-408, 2004. [doi]

2003

A monetary value for initial information in portfolio optimizationJürgen Amendinger, Dirk Becherer, Martin Schweizer. fs, 7(1):29-46, 2003. [doi]

2000

Implied savings accounts are uniqueFrank Döberlein, Martin Schweizer, Christophe Stricker. fs, 4(4):431-442, 2000. [doi]

1998

Local Risk-Minimization Under Transaction CostsDamien Lamberton, Huyên Pham, Martin Schweizer. mor, 23(3):585-612, 1998. [doi]

Mean-variance hedging for continuous processes: New proofs and examplesHuyên Pham, Thorsten Rheinländer, Martin Schweizer. fs, 2(2):173-198, 1998. [doi]

1997

Weighted norm inequalities and hedging in incomplete marketsFreddy Delbaen, Pascale Monat, Walter Schachermayer, Martin Schweizer, Christophe Stricker. fs, 1(3):181-227, 1997. [doi]

1995

Variance-Optimal Hedging in Discrete TimeMartin Schweizer. mor, 20(1):1-32, 1995. [doi]

Wissensanalyse und -erhebung mit Kohonen-Netzen am praktischen Beispiel der LawinenprognoseMartin Schweizer. PhD thesis, University of Zurich, Switzerland, 1995. [doi]

1994

A Hybrid Expert System for Avalanche ForecastingMartin Schweizer, P. M. B. Föhn, Jürg Schweizer, Alfred Ultsch. enter 1994: 148-153 [doi]

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