Items where Author is "Schweizer, Martin"

Item Type No Grouping

Cone-constrained continuous-time Markowitz problems. (2013) Czichowsky, Christoph; Schweizer, Martin

Convex duality in mean-variance hedging under convex trading constraints. (2012) Czichowsky, Christoph; Schweizer, Martin

Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands. (2011) Czichowsky, Christoph; Schweizer, Martin

Exponential hedging and entropic penalties. (2002) Delbaen, Freddy; Grandits, Peter; Rheinlander, Thorsten; Samperi, Domenick; Schweizer, Martin; Stricker, Christophe