Martin Schweizer

Publication Activity (10 Years)

Years Active: 1994-2016
Publications (10 Years): 1

Top Venues

Finance Stochastics

University of Zurich, Switzerland (PHD)

Education History

University of Zurich, Switzerland

PHD

Publications

Martin Schweizer, Dieter Sondermann
Editorial: 20th anniversary of Finance and Stochastics. Finance Stochastics 20 (4) (2016)
Koichiro Takaoka, Martin Schweizer
A note on the condition of no unbounded profit with bounded risk. Finance Stochastics 18 (2) (2014)
Ralf Korn, Martin Schweizer
Editorial. Finance Stochastics 13 (3) (2009)
Martin Schweizer, Johannes Wissel
Arbitrage-free market models for option prices: the multi-strike case. Finance Stochastics 12 (4) (2008)
Martin Schweizer
Editorial. Finance Stochastics 11 (1) (2007)
Olga Bobrovnytska, Martin Schweizer
Mean-variance hedging and stochastic control: beyond the Brownian setting. IEEE Trans. Autom. Control. 49 (3) (2004)
Jürgen Amendinger, Dirk Becherer, Martin Schweizer
A monetary value for initial information in portfolio optimization. Finance Stochastics 7 (1) (2003)
Frank Döberlein, Martin Schweizer, Christophe Stricker
Implied savings accounts are unique. Finance Stochastics 4 (4) (2000)
Damien Lamberton, Huyên Pham, Martin Schweizer
Local Risk-Minimization Under Transaction Costs. Math. Oper. Res. 23 (3) (1998)
Huyên Pham, Thorsten Rheinländer, Martin Schweizer
Mean-variance hedging for continuous processes: New proofs and examples. Finance Stochastics 2 (2) (1998)
Freddy Delbaen, Pascale Monat, Walter Schachermayer, Martin Schweizer, Christophe Stricker
Weighted norm inequalities and hedging in incomplete markets. Finance Stochastics 1 (3) (1997)
Martin Schweizer
Variance-Optimal Hedging in Discrete Time. Math. Oper. Res. 20 (1) (1995)
Martin Schweizer, P. M. B. Föhn, Jürg Schweizer, Alfred Ultsch
A Hybrid Expert System for Avalanche Forecasting. ENTER (1994)

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Publication Activity (10 Years)

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Martin Schweizer