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isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Schweizer, Martin
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Finance and stochastics
93
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
42
Journal of econometrics
41
Research paper series / Swiss Finance Institute
24
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
19
Annals of finance
16
Applied mathematical finance
15
CREATES research paper
15
Mathematics and financial economics
15
Journal of mathematical finance
13
Mathematical methods of operations research
13
Asia-Pacific financial markets
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Cowles Foundation discussion paper
9
European journal of operational research : EJOR
9
Mathematics of operations research
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Quantitative finance
8
Econometric theory
7
Economics Series Working Papers / Department of Economics, Oxford University
7
Economics letters
7
International review of financial analysis
7
Journal of mathematical economics
7
Risks : open access journal
7
The journal of futures markets
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / B
6
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
6
Finance research letters
6
International journal of financial engineering
6
NBER Working Paper
6
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ECONIS (ZBW)
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1
Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter
-
2002
Persistent link: https://www.econbiz.de/10001666561
Saved in:
2
Quantifying the value of initial investment information
Amendinger, Jürgen
;
Becherer, Dirk
;
Schweizer, Martin
-
2000
Persistent link: https://www.econbiz.de/10001509224
Saved in:
3
Deviation probability bound for martingales with applications to statistical estimation
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1999
Persistent link: https://www.econbiz.de/10001424879
Saved in:
4
On weak Brownian motions of arbitrary order
Föllmer, Hans
;
Wu, Ching-Tang
;
Yor, Marc
-
1999
Persistent link: https://www.econbiz.de/10001470757
Saved in:
5
A guided tour through quadratic hedging approaches
Schweizer, Martin
-
1999
Persistent link: https://www.econbiz.de/10001473109
Saved in:
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