Martin Schweizer

Eidgenössische Technische Hochschule ETH Zürich - Zurich / Switzerland

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AD Scientific Index ID: 1109686

Swiss Federal Institute of Technology ETH Zurich

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Eidgenössische Technische Hochschule ETH Zürich

Martin Schweizer's MOST POPULAR ARTICLES

1-) Hedging of contingent claims under incomplete information Rheinische Friedrich-Wilhelms-Universität Bonn, 1990

2-) A guided tour through quadratic hedging approaches SFB 373 discussion paper, 1999

3-) Variance-optimal hedging in discrete time Mathematics of Operations Research 20 (1), 1-32, 1995

4-) Option hedging for semimartingales Stochastic processes and their Applications 37 (2), 339-363, 1991

5-) Exponential hedging and entropic penalties Mathematical finance 12 (2), 99-123, 2002

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