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Consistency among trading desks
Heath, David; Ku, Hyejin - In: Finance and stochastics 10 (2006) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10008222487
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Consistency among trading desks
Heath, David; Ku, Hyejin - In: Finance and stochastics 10 (2006) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10003379777
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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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Weighted norm inequalities and hedging in incomplete markets
Delbaen, F.; Monat, P.; Schachermayer, W.; Schweizer, M.; … - In: Finance and stochastics 1 (1997) 3, pp. 181-228
Persistent link: https://www.econbiz.de/10008219551
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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
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Editorial: special issue in memory of Tomas Björk
Schweizer, Martin - In: Finance and stochastics 27 (2023) 4, pp. 863-865
Persistent link: https://www.econbiz.de/10014426392
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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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Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin; Wissel, Johannes - In: Finance and stochastics 12 (2008) 4, pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
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Special issue on computational methods in finance (part I)
Korn, Ralf; Schweizer, Martin - 2009
Persistent link: https://www.econbiz.de/10003899383
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Special issue on computational methods in finance (part II)
Korn, Ralf; Schweizer, Martin - 2009
Persistent link: https://www.econbiz.de/10003899410