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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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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
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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
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M6-on minimal market models and minimal martingale measures
Hulley, Hardy; Schweizer, Martin - In: Contemporary quantitative finance : essays in honour of …, (pp. 35-51). 2010
Persistent link: https://www.econbiz.de/10008749314