Browsing All of EconStor by Author Schweizer, Martin
Showing results 1 to 7 of 7
| Year of Publication | Title | Author(s) |
| 1997 | On L2-projections on a space of stochastic integrals | Rheinländer, Thorsten; Schweizer, Martin |
| 1997 | Mean-variance hedging for continuous processes: New proofs and examples | Pham, Huyên; Rheinländer, Thorsten; Schweizer, Martin |
| 1998 | Additional logarithmic utility of an insider | Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin |
| 1998 | A minimality property of the minimal martingale measure | Schweizer, Martin |
| 1998 | Local risk-minimization under transaction costs | Lamberton, Damien; Pham, Huyên; Schweizer, Martin |
| 1999 | A guided tour through quadratic hedging approaches | Schweizer, Martin |
| 2000 | Quantifying the value of initial investment information | Amendinger, Jürgen; Becherer, Dirk; Schweizer, Martin |
