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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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Editorial: 25th anniversary of Finance and Stochastics
Schweizer, Martin - In: Finance and stochastics 26 (2022) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012796461
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Universal bounds for asset prices in heterogeneous economies
Malamud, Semyon - In: Finance and stochastics 12 (2008) 3, pp. 411-422
Persistent link: https://www.econbiz.de/10003899203
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Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon - In: Finance and stochastics 12 (2008) 2, pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
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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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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/10008215837
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Mean-variance hedging for continuous processes: New proofs and examples
Pham, Huyên; Rheinländer, Thorsten; Schweizer, Martin - In: Finance and stochastics 2 (1998) 2, pp. 173-198
Persistent link: https://www.econbiz.de/10008218815
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Editorial
Schweizer, Martin - In: Finance and stochastics 11 (2007) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10008222121
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Editorial
Korn, Ralf; Schweizer, Martin - In: Finance and stochastics 13 (2009) 3, pp. 305-306
Persistent link: https://www.econbiz.de/10008274840
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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. 469-506
Persistent link: https://www.econbiz.de/10008108414