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Disambiguation of "Schweizer, Martin"

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From structural assumptions to a link between assets and interest rates

, , and . Journal of Economic Dynamics and Control, 31 (2): 593--612 (February 2007)

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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)On Bermudan Options. chapter 13, page 257--270. Springer Berlin Heidelberg, (2002)A Hybrid Expert System for Avalanche Forecasting., , , and . ENTER, page 148-153. Springer, (1994)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)On the minimal martingale measure and the mÖllmer-schweizer decomposition. Stochastic Analysis and Applications, 13 (5): 573--599 (1995)From structural assumptions to a link between assets and interest rates, , and . Journal of Economic Dynamics and Control, 31 (2): 593--612 (February 2007)Option hedging for semimartingales. Stochastic Processes and their Applications, 37 (2): 339--363 (April 1991)Implied savings accounts are unique., , and . Finance and Stochastics, 4 (4): 431-442 (2000)A minimality property of the minimal martingale measure. Statistics & Probability Letters, 42 (1): 27--31 (Mar 15, 1999)