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DateTitle Authors
2006 Competition between exchanges: Euronext versus XetraKasch-Haroutounian, Maria / Theissen, Erik
2008 Quantifying the efficiency of the Xetra LOB market: Detailed recipeSperl, Miriam
2004 Non-Negativity of Nominal and Real Riskless Rates, Arbitrage Theory, and the Null-Alternative CashWilhelm, Jochen / Nietert, Bernhard
1997 Mean-variance hedging for continuous processes: New proofs and examplesPham, Huyên / Rheinländer, Thorsten / Schweizer, Martin
2001 A benchmark model for financial marketsPlaten, Eckhard
2000 Risk premia and financial modelling without measure transformationPlaten, Eckhard
2000 Quantifying the value of initial investment informationAmendinger, Jürgen / Becherer, Dirk / Schweizer, Martin
2000 A minimal financial market modelPlaten, Eckhard
1997 Optional decomposition and lagrange multipliersFöllmer, Hans / Kabanov, Jurij M.
1999 A guided tour through quadratic hedging approachesSchweizer, Martin

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