Martin Schweizer

14 papers C 1Journal 12

Year	Rank	Type	Title / Venue / Authors
2016	J	`jnl`	Editorial: 20th anniversary of Finance and Stochastics. Finance Stochastics Martin Schweizer, Dieter Sondermann
2014	J	`jnl`	A note on the condition of no unbounded profit with bounded risk. Finance Stochastics Koichiro Takaoka, Martin Schweizer
2009	J	`jnl`	Editorial. Finance Stochastics Ralf Korn, Martin Schweizer
2008	J	`jnl`	Arbitrage-free market models for option prices: the multi-strike case. Finance Stochastics Martin Schweizer, Johannes Wissel
2007	J	`jnl`	Editorial. Finance Stochastics Martin Schweizer
2004	J	`jnl`	Mean-variance hedging and stochastic control: beyond the Brownian setting. IEEE Trans. Autom. Control. Olga Bobrovnytska, Martin Schweizer
2003	J	`jnl`	A monetary value for initial information in portfolio optimization. Finance Stochastics Jürgen Amendinger, Dirk Becherer, Martin Schweizer
2000	J	`jnl`	Implied savings accounts are unique. Finance Stochastics Frank Döberlein, Martin Schweizer, Christophe Stricker
1998	J	`jnl`	Local Risk-Minimization Under Transaction Costs. Math. Oper. Res. Damien Lamberton, Huyên Pham, Martin Schweizer
1998	J	`jnl`	Mean-variance hedging for continuous processes: New proofs and examples. Finance Stochastics Huyên Pham, Thorsten Rheinländer, Martin Schweizer
1997	J	`jnl`	Weighted norm inequalities and hedging in incomplete markets. Finance Stochastics Freddy Delbaen, Pascale Monat, Walter Schachermayer, Martin Schweizer, Christophe Stricker
1995	J	`jnl`	Variance-Optimal Hedging in Discrete Time. Math. Oper. Res. Martin Schweizer
1995	—	`—`	Wissensanalyse und -erhebung mit Kohonen-Netzen am praktischen Beispiel der Lawinenprognose. Martin Schweizer
1994	C	`conf`	A Hybrid Expert System for Avalanche Forecasting. ENTER Martin Schweizer, P. M. B. Föhn, Jürg Schweizer, Alfred Ultsch