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GND: 170656152


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mean varianceportfolio selectionportfolio managementoption pricing theoryvariance hedgingmartingale measurestochastic processstochastischer prozesssigma martingaleabsence arbitrageasset pricesminimal martingaleincomplete marketunvollkommener marktrisk minimizingshare pricemathematische optimierungmathematical programmingstochastic controllocal martingalesstochastic integralsarbitrage pricingdiscounting invariantvariance portfoliomartingale measuresrisk minimizationvariance optimallocally risknflvr nupbrmartingale densitiesstrict localmodels minimalarbitrage freelogarithmic utilityoptimal martingaledynamic sharefinancial marketlocal martingalemartingale densityrelative entropydynamic share viabilityblack scholes modelfinancial economicsutility function
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Years of publications: 1989 - 2023

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Martin Schweizer


Prof. Dr.

Alternative spellings:
M. Schweizer

B: 1961 Zürich
Biblio: Tätig im Dep. of Mathematics, ETH Zürich; Tätig an der TU Berlin, FB Mathematik; Tätig im Inst. für Mathematische Stochastik, Univ. Göttingen
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Profession

  • Mathematiker
  • Affiliations

  • Swiss Finance Institute
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Wikipedia (Deutsch)
  • Deutsche Digitale Bibliothek
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • Wikidata
  • International Standard Name Identifier (ISNI)

  • Google Scholar logo Google Scholar

    Publishing years

    1
      2023
    1
      2022
    2
      2020
    1
      2019
    4
      2018
    1
      2017
    3
      2016
    3
      2015
    5
      2012
    2
      2011
    2
      2010
    3
      2009
    2
      2008
    2
      2007
    1
      2003
    1
      2002
    1
      2001
    4
      2000
    2
      1999
    8
      1998
    2
      1997
    2
      1995
    4
      1994
    5
      1993
    4
      1992
    1
      1991
    2
      1990
    2
      1989

    Series

    1. Discussion paper / B (16)
    2. Research paper series / Swiss Finance Institute (13)
    3. Discussion papers of interdisciplinary research project 373 (7)
    4. Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse (5)
    5. Finance and stochastics (2)
    6. Swiss Finance Institute Research Paper (1)
    7. Research paper / Quantitative Finance Research Centre, University of Technology Sydney (1)
    8. Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik (1)