Ehemalige Mitarbeiter
Publications:
- Schweizer, N.; Szech, N.: Optimal Revelation of Life-Changing Information, 2015. CitationDetails
- Rothenhäusler, D.; Schweizer, N.; Szech, N.: Institutions, Shared Guilt, and Moral Transgression, 2015. CitationDetails
- Schneider, J. C.; Schweizer, N.: Robust measurement of (heavy-tailed) risks: Theory and implementation. In: Journal of Economic Dynamics & Control, forthcoming (2015). CitationDetails
- Bender, C.; Schweizer, N.; Zhuo, J.: A Primal-Dual Algorithm for BSDEs. In: Mathematical Finance, Early View (2015). CitationDetails
- Dickmann, F.; Schweizer, N.: Faster Comparison of Stopping Times by Nested Conditional Monte Carlo. In: Journal of Computational Finance, accepted (2015). CitationDetails
- Bender, C.; Gärtner, C.; Schweizer, N.: Pathwise Dynamic Programming, 2015. CitationDetails
- Schweizer, N.; Szech, N.: Revenues and Welfare in Auctions with Information Release, 2015. CitationDetails
- Rudolf, D.; Schweizer, N.: Perturbation Theory for Markov Chains via Wasserstein Distance, 2015. CitationDetails
- Kruse, T.; Schneider, J. C.; Schweizer, N.: What's in a ball? Characterizing and constructing uncertainty sets, 2015. CitationDetails
- Rudolf, D.; Schweizer, N.: Error bounds of MCMC for functions with unbounded stationary variance. In: Statistics & Probability Letters, Vol 99 (2015), p. 85-111. CitationDetails
- Ankirchner, S.; Pigorsch, C.; Schweizer, N.: Estimating Residual Hedging Risk with Least-Squares Monte-Carlo. In: International Journal of Theoretical and Applied Finance, Vol 17 (2014). CitationDetails
- Belomestny, D.; Bender, C.; Dickmann, F.; Schweizer, N.: Solving stochastic dynamic programs by convex optimization and simulation. In: Al., S. Dahlke Et (Ed.): Extraction of Quantifiable Information from Complex Systems. Springer, Cham 2014, p. 1-22. CitationDetails
- Ankirchner, S.; Schneider, J. C.; Schweizer, N.: Cross-Hedging Minimum Return Guarantees: Basis and Liquidity Risk. In: Journal of Economic Dynamics and Control, Vol 41 (2014), p. 93-109. CitationDetails
- Mahayni, A.; Schweizer, N.: Optimal investment in a multi asset diffusion model with drift uncertainty, 2014. CitationDetails
- Schweizer, N.: Non-asymptotic Error Bounds for Sequential MCMC and Stability of Feynman-Kac Propagators, 2012. CitationDetails
- Schweizer, N.: Non-asymptotic Error Bounds for Sequential MCMC Methods in Multimodal Settings, 2012. CitationDetails