Ehemalige Mitarbeiter

Dr. Nikolaus Schweizer

ehem. Akademischer Rat

Dr. Nikolaus Schweizer

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