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Schweizer, Martin
15
Pham, Huyên
2
Platen, Eckhard
2
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2
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2
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance and stochastics
5
Mathematics of operations research
2
Insurance / Mathematics & economics
1
Journal of economic dynamics & control
1
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OLC EcoSci
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ECONIS (ZBW)
76
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16
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7
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1
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From actuarial to financial valuation principles
Schweizer, Martin
- In:
Insurance / Mathematics & economics
28
(
2001
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10006903551
Saved in:
2
Local Risk-Minimization Under Transaction Costs
Lamberton, Damien
;
Pham, Huyên
;
Schweizer, Martin
- In:
Mathematics of operations research
23
(
1998
)
3
,
pp. 585-612
Persistent link: https://www.econbiz.de/10006419788
Saved in:
3
Variance-optimal Hedging in Discrete Time
Schweizer, Martin
- In:
Mathematics of operations research
20
(
1995
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10006420778
Saved in:
4
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
Saved in:
5
ARTICLES - Exponential Hedging and Entropic Penalties
Delbaen, Freddy
;
Grandits, Peter
;
Rheinländer, Thorsten
; …
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 99-124
Persistent link: https://www.econbiz.de/10008216393
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6
ARTICLES - A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
Heath, David
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-414
Persistent link: https://www.econbiz.de/10008216772
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7
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
Saved in:
8
On Feedback Effects from Hedging Derivatives
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10008219350
Saved in:
9
TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
Schweizer, Martin
;
Wissel, Johannes
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 77-114
Persistent link: https://www.econbiz.de/10008221370
Saved in:
10
DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
Klöppel, Susanne
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 599
Persistent link: https://www.econbiz.de/10008221609
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