Statistics
Publications
96
Citations
8K
H-Index
45
Active since
1964
Affiliations
Martin Schweizer is an author at ETH Zurich specializing in finance, financial economics, and business.
Publications per year
1964–2017
96
96
Option hedging for semimartingales
Martin Schweizer · Stochastic Processes and their Applications · 1991 · 393 citations
Variance-Optimal Hedging in Discrete Time
Martin Schweizer · Mathematics of Operations Research · 1995 · 354 citations
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