Authors: Schweizer, Martin

Citation: Schweizer, Martin, Mean-Variance Hedging for General Claims, Annals of applied probability , 2(1), 1992, pp. 171-179

Authors: Frei, Christoph Schweizer, Martin

Citation: Frei, Christoph et Schweizer, Martin, Exponential utility indifference valuation in two Brownian settings with stochastic correlation, Advances in applied probability , 40(1), 2008, pp. 401-423

Authors: Czichowsky, Christoph Schweizer, Martin

Citation: Czichowsky, Christoph et Schweizer, Martin, Cone-constrained continuous-time Markowitz problems, Annals of applied probability , 23(2), 2013, pp. 764-810

Authors: Becherer, Dirk Schweizer, Martin

Citation: Becherer, Dirk et Schweizer, Martin, Classical solutions to reaction.diffusion systems for hedging problems with interacting Itô and point processes, Annals of applied probability , 15(2), 2005, pp. 1111-1144

Authors: Mania, Michael Schweizer, Martin

Citation: Mania, Michael et Schweizer, Martin, Dynamic exponential utility indifference valuation, Annals of applied probability , 15(3), 2005, pp. 2112-2143

Authors: Jeanblanc, Monique Mania, Michael Santacroce, Marina Schweizer, Martin

Citation: Jeanblanc, Monique et al., Mean-variance hedging via stochastic control and BSDEs for general semimartingales, Annals of applied probability , 22(6), 2012, pp. 2388-2428