Martin Schweizer
Professor
Mathematics
University of Lugano
Switzerland
Biography
Martin Schweizer is Professor of Mathematics at ETH Zurich. Prof. Schweizer has published extensively in the top academic journals in his areas of expertise. He is a regular speaker at leading conferences worldwide.
Research Interest
His primary research interest lies in mathematical finance, more specifically in the areas of hedging, valuation, risk management, and optimal portfolio choice for incomplete financial markets.
Publications
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N°15-15: Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales, T. Choulli and M. Schweizer, 2015.
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N°15-38: A Result on Integral Functionals with Infinitely Many Constraints, T. Choulli and M. Schweizer, 2015.
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N°16-02: Economically Consistent Valuations and Put-Call Parity, M. Herdegen and M. Schweizer, 2016.
