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Disambiguation of "Schweizer, Martin"

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Additional logarithmic utility of an insider

, , and . Stochastic Processes and their Applications, 75 (2): 263--286 (Jul 15, 1998)

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Martin Schweizer

Martin Schweizer

Martin Schweizer

Martin Schweizer

Martin Schweizer

 

Other publications of authors with the same name

ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS, and . Stochastic Analysis and Applications, 19 (4): 605--626 (2001)Editorial., and . Finance and Stochastics, 13 (3): 305-306 (2009)Arbitrage-free market models for option prices: the multi-strike case., and . Finance and Stochastics, 12 (4): 469-505 (2008)Mean-variance hedging and stochastic control: beyond the Brownian setting., and . IEEE Trans. Automat. Contr., 49 (3): 396-408 (2004)Additional logarithmic utility of an insider, , and . Stochastic Processes and their Applications, 75 (2): 263--286 (Jul 15, 1998)Minimal entropy preserves the Lévy property: how and why, and . Stochastic Processes and their Applications, 115 (2): 299--327 (February 2005)A Hybrid Expert System for Avalanche Forecasting., , , and . ENTER, page 148-153. Springer, (1994)A note on the condition of no unbounded profit with bounded risk., and . Finance and Stochastics, 18 (2): 393-405 (2014)Local Risk-Minimization Under Transaction Costs., , and . Math. Oper. Res., 23 (3): 585-612 (1998)On Bermudan Options. chapter 13, page 257--270. Springer Berlin Heidelberg, (2002)