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- of Publication Type Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space 2021-06-30 Paper...10 bytes (16 words) - 10:17, 6 October 2023
- of Publication Type Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space 2021-06-30 Paper...10 bytes (16 words) - 10:17, 6 October 2023
- of Publication Type Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space 2021-06-30 Paper https://portal...10 bytes (16 words) - 10:17, 6 October 2023
- Publication Date of Publication Type The Föllmer-Schweizer decomposition: comparison and description 2010-07-08 Paper Explicit portfolio for unit-linked...10 bytes (16 words) - 13:35, 6 October 2023
- https://portal.mardi4nfdi.de/entity/Q4718256 1997-01-07 Paper Föllmer-Schweizer decomposition and mean-variance hedging for general claims 1996-01-15 Paper...10 bytes (16 words) - 11:53, 24 September 2023
- reinsurance under taxes and fixed costs 2011-08-16 Paper The Föllmer-Schweizer decomposition: comparison and description 2010-07-08 Paper Comparing the minimal...10 bytes (16 words) - 03:29, 13 December 2023
- series 2022-01-13 Paper Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space 2021-06-30 Paper The coalescent...10 bytes (18 words) - 10:17, 6 October 2023
- Process 2021-07-05 Paper Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space 2021-06-30 Paper Optimal investment...10 bytes (16 words) - 13:09, 7 October 2023
- Time Model for Bitcoin Price Dynamics 2018-10-12 Paper The Föllmer–Schweizer decomposition under incomplete information 2018-09-04 Paper Unit-linked life...10 bytes (16 words) - 11:28, 6 October 2023
- Applications in Finance and Insurance 2011-08-08 Paper The Föllmer-Schweizer decomposition: comparison and description 2010-07-08 Paper Moment matching...10 bytes (16 words) - 02:31, 12 December 2023
- https://portal.mardi4nfdi.de/entity/Q4848524 1996-03-05 Paper Föllmer-Schweizer decomposition and mean-variance hedging for general claims 1996-01-15 Paper...10 bytes (16 words) - 14:48, 7 December 2023
- Information for Optimal Portfolio Management 2018-10-12 Paper The Föllmer–Schweizer decomposition under incomplete information 2018-09-04 Paper Unit-linked life...10 bytes (16 words) - 11:28, 24 September 2023
- investment for stochastic factor models 2019-06-17 Paper The Föllmer–Schweizer decomposition under incomplete information 2018-09-04 Paper Unit-linked life...10 bytes (16 words) - 07:51, 9 December 2023
- de/entity/Q4279441 1994-03-07 Paper Martingale laws, densities and decomposition of Föllmer-Schweizer 1993-01-17 Paper https://portal.mardi4nfdi.de/entity/Q3479313...10 bytes (18 words) - 10:37, 24 September 2023
- Publication date: 17 October 1994 zbMATH Keywords semimartingale; Föllmer-Schweizer decomposition Mathematics Subject Classification ID 60G44: Martingales with...15 bytes (27 words) - 20:17, 6 February 2024
- Keywords incomplete market; semimartingale; Föllmer-Schweizer decomposition; Galtchouk-Kunita-Watanabe decomposition Mathematics Subject Classification ID 60G44:...15 bytes (33 words) - 21:37, 7 February 2024
- 28 January 2003 zbMATH Keywords Föllmer-Schweizer decomposition; minimal martingale measure; Kunita-Watanabe decomposition; locally risk-minimizing Mathematics...15 bytes (34 words) - 01:22, 8 February 2024
- zbMATH Keywords arbitrage; semimartingale; Föllmer-Schweizer decomposition; Galtchouk-Kunita-Watanabe decomposition; structure conditions Mathematics Subject...15 bytes (50 words) - 06:38, 8 February 2024
- Keywords relative entropy; martingale measure; martingale density; Föllmer- Schweizer decomposition Mathematics Subject Classification ID 60G44: Martingales with...15 bytes (54 words) - 04:52, 8 February 2024
- QIDQ3534755 Martin Schweizer Publication date: 4 November 2008 zbMATH Keywords incomplete markets; payment streams; Föllmer-Schweizer decomposition; local risk-minimization;...15 bytes (52 words) - 01:32, 5 February 2024
