| Hedging of contingent claims under incomplete information H Föllmer, M Schweizer Applied stochastic analysis 5 (389-414), 19-31, 1991 | 1326 | 1991 |
| A guided tour through quadratic hedging approaches M Schweizer SFB 373 discussion paper, 1999 | 628 | 1999 |
| Variance-optimal hedging in discrete time M Schweizer Mathematics of Operations Research 20 (1), 1-32, 1995 | 526 | 1995 |
| Option hedging for semimartingales M Schweizer Stochastic processes and their Applications 37 (2), 339-363, 1991 | 512 | 1991 |
| Exponential hedging and entropic penalties F Delbaen, P Grandits, T Rheinländer, D Samperi, M Schweizer, ... Mathematical finance 12 (2), 99-123, 2002 | 510 | 2002 |
| On the minimal martingale measure and the Föllmer-Schweizer decomposition M Schweizer Stochastic analysis and applications 13 (5), 573-599, 1995 | 438 | 1995 |
| Approximation pricing and the variance-optimal martingale measure M Schweizer The Annals of Probability 24 (1), 206-236, 1996 | 408 | 1996 |
| Mean-variance hedging for general claims M Schweizer The annals of applied probability, 171-179, 1992 | 374 | 1992 |
| Additional logarithmic utility of an insider J Amendinger, P Imkeller, M Schweizer Stochastic processes and their applications 75 (2), 263-286, 1998 | 247 | 1998 |
| Approximating random variables by stochastic integrals M Schweizer The Annals of probability, 1536-1575, 1994 | 243 | 1994 |
| Dynamic indifference valuation via convex risk measures S Klöppel, M Schweizer Mathematical Finance 17 (4), 599-627, 2007 | 238 | 2007 |
| Dynamic exponential utility indifference valuation M Mania, M Schweizer | 236 | 2005 |
| Option pricing under incompleteness and stochastic volatility N Hofmann, E Platen, M Schweizer Mathematical Finance 2 (3), 153-187, 1992 | 218 | 1992 |
| Hedging by sequential regression: An introduction to the mathematics of option trading H Föllmer, M Schweizer ASTIN Bulletin: The Journal of the IAA 18 (2), 147-160, 1988 | 216 | 1988 |
| On feedback effects from hedging derivatives E Platen, M Schweizer Mathematical finance 8 (1), 67-84, 1998 | 211 | 1998 |
| A microeconomic approach to diffusion models for stock prices H Föllmer, M Schweizer Mathematical finance 3 (1), 1-23, 1993 | 192 | 1993 |
| Mean-variance hedging for continuous processes: new proofs and examples H Pham, T Rheinländer, M Schweizer Finance and Stochastics 2 (2), 173-198, 1998 | 183 | 1998 |
| A comparison of two quadratic approaches to hedging in incomplete markets D Heath, E Platen, M Schweizer Mathematical finance 11 (4), 385-413, 2001 | 180 | 2001 |
| Martingales versus PDEs in finance: an equivalence result with examples D Heath, M Schweizer Journal of Applied Probability 37 (4), 947-957, 2000 | 155 | 2000 |
| Hedging of options in a general semimartingale model M Schweizer ETH Zurich, 1988 | 155 | 1988 |
Huyên PHAMProfessor, University Paris DiderotVerified email at math.univ-paris-diderot.fr
