Narrow search
Showing 1 - 10 of 38
Cover Image
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
Cover Image
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
Cover Image
Martingale densities for general asset prices
Schweizer, Martin - University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028376
Cover Image
Hedging of contingent claims under incomplete information
Föllmer, Hans; Schweizer, Martin - 1990
Persistent link: https://www.econbiz.de/10000811991
Cover Image
On smile and skewness
Platen, Eckhard - 1994
Persistent link: https://www.econbiz.de/10000903723
Cover Image
Risk minimizing hedging strategies under restricted information
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880233
Cover Image
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
Cover Image
Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147
Cover Image
On the minimal martingale measure and the Föllmer-Schweizer decomposition
Schweizer, Martin - 1994
Persistent link: https://www.econbiz.de/10000895886
Cover Image
M 6 : on minimal market models and minimal martingale measures ; [this paper is dedicated to Eckhard Platen on the occasion of his 60th birthday]
Hulley, Hardy; Schweizer, Martin - 2010
Persistent link: https://www.econbiz.de/10008663095