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~institution:"Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn"
~institution:"University of Bonn, Germany"
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Mean-Variance Hedging via Stoc...
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option pricing
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
University of Bonn, Germany
National Centre of Competence in Research - Financial Valuation and Risk Management
70
arXiv.org
11
Institut für Schweizerisches Bankwesen <Zürich>
8
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Université Paris-Dauphine (Paris IX)
5
Deutsche Forschungsgemeinschaft
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
Finrisk
2
International Centre for Economic Research (ICER)
2
National Centre of Competence in Research North South <Bern>
2
National Centre of Competence in ResearchFinancial Valuation and Risk Management
2
Swiss National Centre of Competence in Research North South <Bern>
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Chambre de commerce et d'industrie de Paris
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Finance Discipline Group, Business School
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HAL
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Université Paris-Dauphine
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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ECONIS (ZBW)
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Hedging of contingent claims under incomplete information
Föllmer, Hans
;
Schweizer, Martin
-
1990
Persistent link: https://www.econbiz.de/10000811991
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2
Mean variance hedging for general claims
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005001476
Saved in:
3
A new characterization of the maringale property
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028354
Saved in:
4
Variance optimal hedging in discrete time
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028373
Saved in:
5
Martingale densities for general asset prices
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028376
Saved in:
6
Hedging of contingent claims under incomplete information
Foellmer, Hans
;
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028424
Saved in:
7
Risk-Minimizing Hedging Strategies under Restricted Information
Schweizer, Martin
-
University of Bonn, Germany
-
1993
Persistent link: https://www.econbiz.de/10005028457
Saved in:
8
P-energy o and orthogonality of martingales
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028458
Saved in:
9
Approximating Random Variables by Stochastic Integrals
Schweizer, Martin
-
University of Bonn, Germany
-
1993
Persistent link: https://www.econbiz.de/10005028481
Saved in:
10
A Projection Result for Semimartingales
Schweizer, Martin
-
University of Bonn, Germany
-
1994
Persistent link: https://www.econbiz.de/10005028501
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