Items where Author is "Schweizer, Martin"

Number of items: 4.
Article
  • 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
  • Exponential hedging and entropic penalties. (2002) Delbaen, Freddy; Grandits, Peter; Rheinlander, Thorsten; Samperi, Domenick; Schweizer, Martin; Stricker, Christophe
    • Chapter
  • Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands. (2011) Czichowsky, Christoph; Schweizer, Martin