Martin Schweizer

According to our database, Martin Schweizer authored at least 14 papers between 1994 and 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2016

Editorial: 20th anniversary of Finance and Stochastics.

Martin Schweizer, Dieter Sondermann

Finance Stochastics, 2016

2014

A note on the condition of no unbounded profit with bounded risk.

Koichiro Takaoka, Martin Schweizer

Finance Stochastics, 2014

2009

Editorial.

Ralf Korn, Martin Schweizer

Finance Stochastics, 2009

2008

Arbitrage-free market models for option prices: the multi-strike case.

Martin Schweizer, Johannes Wissel

Finance Stochastics, 2008

2007

Editorial.

Martin Schweizer

Finance Stochastics, 2007

2004

Mean-variance hedging and stochastic control: beyond the Brownian setting.

Olga Bobrovnytska, Martin Schweizer

IEEE Trans. Autom. Control., 2004

2003

A monetary value for initial information in portfolio optimization.

Jürgen Amendinger, Dirk Becherer, Martin Schweizer

Finance Stochastics, 2003

2000

Implied savings accounts are unique.

Frank Döberlein, Martin Schweizer, Christophe Stricker

Finance Stochastics, 2000

1998

Local Risk-Minimization Under Transaction Costs.

Damien Lamberton, Huyên Pham, Martin Schweizer

Math. Oper. Res., 1998

Mean-variance hedging for continuous processes: New proofs and examples.

Huyên Pham, Thorsten Rheinländer, Martin Schweizer

Finance Stochastics, 1998

1997

Weighted norm inequalities and hedging in incomplete markets.

Freddy Delbaen, Pascale Monat, Walter Schachermayer, Martin Schweizer, Christophe Stricker

Finance Stochastics, 1997

1995

Wissensanalyse und -erhebung mit Kohonen-Netzen am praktischen Beispiel der Lawinenprognose.

Martin Schweizer

PhD thesis, 1995

Variance-Optimal Hedging in Discrete Time.

Martin Schweizer

Math. Oper. Res., 1995

1994

A Hybrid Expert System for Avalanche Forecasting.

Martin Schweizer, P. M. B. Föhn, Jürg Schweizer, Alfred Ultsch

Proceedings of the International Conference on Information and Communications Technologies in Tourism, 1994