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Martin Schweizer (1961-)

Mathematiker

Name	Martin Schweizer
Time	1961- (Date of birth and death)
Place	Zürich (Geburtsort) Schweiz
Gender	männlich
Academic degree	Prof. Dr.
Profession	Mathematiker (characteristic profession)
Variant	M. Schweizer
Related	Swiss Finance Institute (2009-) Finanzmathematik (Thema)
Further information	Tätig im Dep. of Mathematics, ETH Zürich; Tätig an der TU Berlin, FB Mathematik; Tätig im Inst. für Mathematische Stochastik, Univ. Göttingen
Source	Homepage: https://people.math.ethz.ch/~mschweiz/hp_ms_eng.html
Record type	Person
GND-Identifier	170656152
Record ID	170656152
Involved in show all Editorial: Special Issue in memory of Tomas Björk Editorial: 25th anniversary of Finance and Stochastics Properly discounted asset prices are semimartingales Editorial: 20th anniversary of Finance and Stochastics Fair-Value-Bewertung von Immobilienprojektentwicklungen: Bewertungsmethoden zur Bestimmung des Marktwertes Fair-Value-Bewertung von Immobilienprojektentwicklungen: Bewertungsmethoden zur Bestimmung des Marktwertes Fair-Value-Bewertung von Immobilienprojektentwicklungen : Untersuchung der Bewertungsmethoden entlang der Projektphasen zur Bestimmung des Marktwertes einer Projektentwicklung Special issue on computational methods in finance (Pt. 1) Special issue on computational methods in finance (Pt. 2) A Minimality Property of the Minimal Martingale Measure Additional Logarithmic Utility of an Insider Local Risk-Minimization under Transaction Costs Mean-Variance Hedging for Continuous Processes On L2-Projections on a Space of Stochastic Integrals Endogenous interest rate dynamics in asset markets Implied savings accounts are unique Quantifying the value of initial investment information Quantifying the Value of Initial Investment Information A guided tour through quadratic hedging approaches A Guided Tour through Quadratic Hedging Approaches Mean-variance hedging for continuous processes: New proofs and examples A minimality property of the minimal martingale measure Additional logarithmic utility of an insider Lokal risk-minimization under transaction costs Approximation pricing and the variance optimal martingale measure Convergence of option values under incompleteness A projection result for semimartingales On smile and skewness On the minimal martingale measure and the Föllmer-Schweizer decomposition A new characterization of the Martingale property Approximating random variables by stochastic integrals Option pricing under incompleteness and stochastic volatility Risk minimizing hedging strategies under restricted information Variance optimal hedging in discrete time A microeconomic approach to diffusion models for stock prices : publ. in: Mathematical Finance. 3 (1993) Option pricing under incompleteness and stochastic volatility Martingale densities for general asset prices Hedging of contingent claims under incomplete information Mean variance hedging for general claims Option hedging for semimartingales P-energy O[zero] and orthogonality of martingales Special issue on computational methods in finance

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Martin Schweizer (1961-)

Editorial: Special Issue in memory of Tomas Björk

Editorial: 25th anniversary of Finance and Stochastics

Properly discounted asset prices are semimartingales

Editorial: 20th anniversary of Finance and Stochastics

Fair-Value-Bewertung von Immobilienprojektentwicklungen: Bewertungsmethoden zur Bestimmung des Marktwertes

Fair-Value-Bewertung von Immobilienprojektentwicklungen: Bewertungsmethoden zur Bestimmung des Marktwertes

Fair-Value-Bewertung von Immobilienprojektentwicklungen : Untersuchung der Bewertungsmethoden entlang der Projektphasen zur Bestimmung des Marktwertes einer Projektentwicklung

Special issue on computational methods in finance

Special issue on computational methods in finance

A Minimality Property of the Minimal Martingale Measure

Additional Logarithmic Utility of an Insider

Local Risk-Minimization under Transaction Costs

Mean-Variance Hedging for Continuous Processes

On L2-Projections on a Space of Stochastic Integrals

Endogenous interest rate dynamics in asset markets

Implied savings accounts are unique

Quantifying the value of initial investment information

Quantifying the Value of Initial Investment Information

A guided tour through quadratic hedging approaches

A Guided Tour through Quadratic Hedging Approaches

Mean-variance hedging for continuous processes: New proofs and examples

A minimality property of the minimal martingale measure

Additional logarithmic utility of an insider

Lokal risk-minimization under transaction costs

Approximation pricing and the variance optimal martingale measure

Convergence of option values under incompleteness

A projection result for semimartingales

On smile and skewness

On the minimal martingale measure and the Föllmer-Schweizer decomposition

A new characterization of the Martingale property

Approximating random variables by stochastic integrals

Option pricing under incompleteness and stochastic volatility

Risk minimizing hedging strategies under restricted information

Variance optimal hedging in discrete time

A microeconomic approach to diffusion models for stock prices : publ. in: Mathematical Finance. 3 (1993)

Option pricing under incompleteness and stochastic volatility

Martingale densities for general asset prices

Hedging of contingent claims under incomplete information

Mean variance hedging for general claims

Option hedging for semimartingales

P-energy O[zero] and orthogonality of martingales

Special issue on computational methods in finance