How to read the markscited by a repository's recordstated by Wikidata or indexed by OpenAlexclaimed on an ORCID list, or inferred
Advisors on Wikidata1
From Wikidata, shown separately from the thesis records.
- stated by Wikidata
Students on Wikidata19
From Wikidata, shown separately from the thesis records.
- stated by Wikidataborn 1978
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
The line above and below4 steps
The advisors of their advisors, four steps up at most, in the thesis records and on Wikidata, each kind marked; a person in both is listed once.
- 1 step up
stated by WikidataJohann Cigler
- 2 steps up
stated by WikidataEdmund Hlawka
- 3 steps up
stated by WikidataNikolaus Hofreiter
- 4 steps up
stated by WikidataPhilipp Furtwängler
Below them, within 3 steps, the record reaches 22 people: 22 stated by Wikidata.
Education and career3
From Wikidata, shown separately from the thesis records. Each place opens its Wikidata item.
- from 2008worked
- undatedstudied
- undatedworked
Papers in OpenAlex123
1988most in 2012: 92026
last at ETH Zurich, Swiss Finance Institute
writes on Stochastic processes and financial applications, Risk and Portfolio Optimization, Financial Markets and Investment Strategies, Economic theories and models, Probability and Risk Models
- indexed by OpenAlex1990 · OpenGrey (Institut de l'Information Scientifique et Technique) · 2 authorscited 736
- indexed by OpenAlex2010 · Cambridge University Press eBooks · 1 authorcited 490
- indexed by OpenAlex1991 · Stochastic Processes and their Applications · 1 authorcited 379
- indexed by OpenAlex2002 · Mathematical Finance · 6 authorscited 369
- indexed by OpenAlex1995 · Mathematics of Operations Research · 1 authorcited 332
- indexed by OpenAlexcited 320
On the minimal martingale measure and the möllmer-schweizer decomposition
1995 · Stochastic Analysis and Applications · 1 author - indexed by OpenAlexcited 269
Approximation pricing and the variance-optimal martingale measure
1996 · The Annals of Probability · 1 author - indexed by OpenAlex1992 · The Annals of Applied Probability · 1 authorcited 246
- indexed by OpenAlex2005 · The Annals of Applied Probability · 2 authorscited 192
- indexed by OpenAlex1994 · The Annals of Probability · 1 authorcited 179
the 25 most cited of 123
- indexed by OpenAlex1998 · Stochastic Processes and their Applications · 3 authorscited 171
- indexed by OpenAlex2007 · Mathematical Finance · 2 authorscited 167
- indexed by OpenAlexcited 144
Option Pricing Under Incompleteness and Stochastic Volatility
1992 · Mathematical Finance · 3 authors - indexed by OpenAlexcited 132
A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
2001 · Mathematical Finance · 3 authors - indexed by OpenAlexcited 127
Mean-variance hedging for continuous processes: New proofs and examples
1998 · Finance and Stochastics · 3 authors - indexed by OpenAlexcited 125
Martingales versus PDEs in finance: an equivalence result with examples
2000 · Journal of Applied Probability · 2 authors - indexed by OpenAlex1998 · Mathematical Finance · 2 authorscited 124
- indexed by OpenAlexcited 121
A Microeconomic Approach to Diffusion Models For Stock Prices
1993 · Mathematical Finance · 2 authors - indexed by OpenAlexcited 118
Weighted norm inequalities and hedging in incomplete markets
1997 · Finance and Stochastics · 5 authors - indexed by OpenAlexcited 106
A monetary value for initial information in portfolio optimization
2003 · Finance and Stochastics · 3 authors - indexed by OpenAlexcited 105
Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading
1989 · Astin Bulletin · 2 authors - indexed by OpenAlex1997 · The Annals of Probability · 2 authorscited 93
- indexed by OpenAlexcited 90
TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
2007 · Mathematical Finance · 2 authors - indexed by OpenAlexcited 90
RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION
1994 · Mathematical Finance · 1 author - indexed by OpenAlexcited 87
Hedging by Sequential Regression: An Introduction to the Mathematics of Option Trading
1988 · Astin Bulletin · 2 authors
