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The numeraire portfolio for unbounded semimartingales
Becherer, Dirk - In: Finance and stochastics 5 (2001) 3, pp. 327-341
Persistent link: https://www.econbiz.de/10001599277
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Risk-minimizing hedging strategies under restricted information
Schweizer, Martin - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 327-342
Persistent link: https://www.econbiz.de/10001185075
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Martingale densities for general asset prices
Schweizer, Martin - In: Journal of mathematical economics 21 (1992) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001132584
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Martingale densities for general asset prices
Schweizer, Martin - University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028376
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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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On smile and skewness
Platen, Eckhard - 1994
Persistent link: https://www.econbiz.de/10000903723
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Risk minimizing hedging strategies under restricted information
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880233
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Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - In: Mathematical finance : an international journal of … 2 (1992) 3, pp. 153-187
Persistent link: https://www.econbiz.de/10001143994
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Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147
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On the minimal martingale measure and the Föllmer-Schweizer decomposition
Schweizer, Martin - 1994
Persistent link: https://www.econbiz.de/10000895886