The following pages link to Martin Schweizer (Q190752):
Displaying 50 items.
- (Q163431) (redirect page) (← links)
- A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- On Markov chains induced from stock processes having barriers in finance market (Q696166) (← links)
- Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884) (← links)
- From structural assumptions to a link between assets and interest rates (Q959749) (← links)
- Option hedging for semimartingales (Q1176550) (← links)
- Mean-variance hedging for general claims (Q1186302) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- A stochastic interest model with an application to insurance (Q1209485) (← links)
- Weighted norm inequalities and hedging in incomplete markets (Q1267815) (← links)
- The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure (Q1290373) (← links)
- Martingales, scale functions and stochastic life annuities: A note (Q1293823) (← links)
- Pricing derivative credit risk (Q1294780) (← links)
- Valuation of default swap with affine-type hazard rate (Q1302099) (← links)
- Pricing contingent claims on stocks driven by Lévy processes (Q1305424) (← links)
- Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
- Approximating random variables by stochastic integrals (Q1345608) (← links)
- (Q1349398) (redirect page) (← links)
- Probability theory. Translated from the German by Robert B. Burckel (Q1349399) (← links)
- ARCH models and financial applications (Q1355665) (← links)
- Statistical methods in finance (Q1380187) (← links)
- Mean-variance hedging for continuous processes: New proofs and examples (Q1381310) (← links)
- On \(L^2\)-projections on a space of stochastic integrals (Q1381569) (← links)
- A monetary value for initial information in portfolio optimization (Q1424701) (← links)
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework (Q1573569) (← links)
- Optimum safety/return principle and applications (Q1578321) (← links)
- Convergence in incomplete market models (Q1583627) (← links)
- An easy computable upper bound for the price of an arithmetic Asian option (Q1584514) (← links)
- On weak Brownian motions of arbitrary order (Q1584871) (← links)
- Smallest \(g\)-supersolution with constraint (Q1589807) (← links)
- Duplicating and pricing contingent claims with constrained portfolios (Q1593082) (← links)
- Economic principle on profit in the fuzzy sense (Q1595199) (← links)
- Hedging entry and exit decisions: Activating and deactivating barrier options (Q1613226) (← links)
- Additional logarithmic utility of an insider (Q1805770) (← links)
- Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times (Q1809502) (← links)
- Financial markets in continuous time. Translated from the French by Anna Kennedy (Q1852969) (← links)
- The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options (Q1901080) (← links)
- Interest rate dynamics, derivatives pricing, and risk management (Q1910357) (← links)
- The variance-optimal martingale measure for continuous processes (Q1915163) (← links)
- Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
- Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
- A minimality property of the minimal martingale measure (Q1962144) (← links)
- Some applications of impulse control in mathematical finance (Q1974593) (← links)
- Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
- Minimal entropy preserves the Lévy property: how and why (Q2485828) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- Martingales versus PDEs in finance: an equivalence result with examples (Q2725292) (← links)
