Schweizer, Martin 1961-
Schweizer, Martin
Martin Schweizer profesor universitar zviceran
VIAF ID: 312749046 ( Personal )
Permalink: http://viaf.org/viaf/312749046
Preferred Forms
- 100 0 _ ‡a Martin Schweizer ‡c profesor universitar zviceran
- 100 1 _ ‡a Schweizer, Martin
- 100 1 _ ‡a Schweizer, Martin
- 100 1 _ ‡a Schweizer, Martin ‡d 1961-
4xx's: Alternate Name Forms (9)
5xx's: Related Names (2)
Works
Title | Sources |
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Additional Logarithmic Utility of an Insider | |
Approximating random variables by stochastic integrals | |
Bilder, c1992: | |
Endogenous interest rate dynamics in asset markets | |
Fair-Value-Bewertung von Immobilienprojektentwicklungen: Bewertungsmethoden zur Bestimmung des Marktwertes | |
guided tour through quadratic hedging approaches | |
Hedging of contingent claims under incomplete information | |
Lokal risk-minimization under transaction costs | |
Martingale densities for general asset prices | |
Mean variance hedging for general claims | |
microeconomic approach to diffusion models for stock prices publ. in: Mathematical Finance. 3 (1993) | |
new characterization of the Martingale property | |
On smile and skewness | |
On the minimal martingale measure and the Föllmer-Schweizer decomposition | |
Option pricing under incompleteness and stochastic volatility | |
P-energy O[zero] and orthogonality of martingales | |
projection result for semimartingales | |
Quantifying the value of initial investment information | |
Risk minimizing hedging strategies under restricted information | |
Special issue on computational methods in finance | |
Variance optimal hedging in discrete time |