Martin Schweizer
Martin Schweizer
Verified email at math.ethz.ch
TitleCited byYear
Hedging of contingent claims
H Follmer, M Schweizer
Applied stochastic analysis 5, 389, 1991
11531991
A guided tour through quadratic hedging approaches
M Schweizer
Discussion Papers, Interdisciplinary Research Project 373: Quantification …, 1999
5331999
Exponential hedging and entropic penalties
F Delbaen, P Grandits, T Rheinländer, D Samperi, M Schweizer, ...
Mathematical finance 12 (2), 99-123, 2002
4432002
Option hedging for semimartingales
M Schweizer
Stochastic processes and their Applications 37 (2), 339-363, 1991
4421991
Variance-optimal hedging in discrete time
M Schweizer
Mathematics of Operations Research 20 (1), 1-32, 1995
4411995
On the minimal martingale measure and the Föllmer-Schweizer decomposition
M Schweizer
Stochastic analysis and applications 13 (5), 573-599, 1995
3751995
Approximation pricing and the variance-optimal martingale measure
M Schweizer
The Annals of Probability 24 (1), 206-236, 1996
3561996
Mean-variance hedging for general claims
M Schweizer
The annals of applied probability, 171-179, 1992
3151992
Dynamic indifference valuation via convex risk measures
S Klöppel, M Schweizer
Mathematical Finance 17 (4), 599-627, 2007
2172007
Dynamic exponential utility indifference valuation
M Mania, M Schweizer
The Annals of Applied Probability 15 (3), 2113-2143, 2005
2132005
Approximating random variables by stochastic integrals
M Schweizer
The Annals of Probability 22 (3), 1536-1575, 1994
2101994
Option pricing under incompleteness and stochastic volatility
N Hofmann, E Platen, M Schweizer
Mathematical Finance 2 (3), 153-187, 1992
1931992
Additional logarithmic utility of an insider
J Amendinger, P Imkeller, M Schweizer
Stochastic processes and their applications 75 (2), 263-286, 1998
1901998
On feedback effects from hedging derivatives
E Platen, M Schweizer
Mathematical Finance 8 (1), 67-84, 1998
1871998
Mean-variance hedging for continuous processes: new proofs and examples
H Pham, T Rheinländer, M Schweizer
Finance and Stochastics 2 (2), 173-198, 1998
1721998
Hedging by sequential regression: An introduction to the mathematics of option trading
H Föllmer, M Schweizer
ASTIN Bulletin: The Journal of the IAA 18 (2), 147-160, 1988
1641988
A comparison of two quadratic approaches to hedging in incomplete markets
D Heath, E Platen, M Schweizer
Mathematical Finance 11 (4), 385-413, 2001
1592001
A microeconomic approach to diffusion models for stock prices
H Föllmer, M Schweizer
Mathematical finance 3 (1), 1-23, 1993
1551993
On -projections on a space of stochastic integrals
T Rheinländer, M Schweizer
The Annals of Probability 25 (4), 1810-1831, 1997
1401997
Weighted norm inequalities and hedging in incomplete markets
F Delbaen, P Monat, W Schachermayer, M Schweizer, C Stricker
Finance and Stochastics 1 (3), 181-227, 1997
1381997
The system can't perform the operation now. Try again later.
Articles 1–20