On the minimal martingale measure and the möllmer-schweizer decomposition

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Schweizer, Martin. “On the Minimal Martingale Measure and the möllmer-Schweizer Decomposition”. Stochastic Analysis and Applications, vol. 13, no. 5, 1995, pp. 573-99, https://doi.org/10.1080/07362999508809418.
Schweizer, M. (1995). On the minimal martingale measure and the möllmer-schweizer decomposition. Stochastic Analysis and Applications, 13(5), 573-599. https://doi.org/10.1080/07362999508809418
Schweizer M. On the minimal martingale measure and the möllmer-schweizer decomposition. Stochastic Analysis and Applications. 1995;13(5):573-99.
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Science: Mathematics105
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The first research to cite this article was titled Approximation pricing and the variance-optimal martingale measure and was published in 1996. The most recent citation comes from a 2024 study titled Approximation pricing and the variance-optimal martingale measure . This article reached its peak citation in 2007 , with 17 citations.It has been cited in 69 different journals, 4% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 28 citations. The chart below illustrates the annual citation trends for this article.
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