| Term structures of implied volatilities: Absence of arbitrage and existence results M Schweizer, J Wissel Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 104 | 2008 |
| Arbitrage-free market models for option prices: The multi-strike case M Schweizer, J Wissel Finance and Stochastics 12, 469-505, 2008 | 60 | 2008 |
| Arbitrage-free market models for liquid options JS Wissel ETH Zurich, 2008 | 13 | 2008 |
| Arbitrage-free market models for option prices J Wissel NCCR Finrisk Working Paper Series, 428, 2007 | 12 | 2007 |
| When do creditors with heterogeneous beliefs agree to run? A Krishenik, A Minca, J Wissel Finance and Stochastics 19, 233-259, 2015 | 9 | 2015 |
| Some results on strong solutions of SDEs with applications to interest rate models J Wissel Stochastic processes and their applications 117 (6), 720-741, 2007 | 9 | 2007 |
| Mean-variance hedging with oil futures L Wang, J Wissel Finance and Stochastics 17, 641-683, 2013 | 8 | 2013 |
| Separation results for multi-product inventory hedging problems Y Sun, J Wissel, PL Jackson Annals of Operations Research 237, 143-159, 2016 | 7 | 2016 |
| Multi-product separation result for inventory management under inflation risk Y Sun, J Wissel, P Jackson | 4 | 2011 |
| Dynamic leveraging–deleveraging games A Minca, J Wissel Operations Research 68 (1), 93-114, 2020 | 3 | 2020 |
| Dynamics of debt capacity A Minca, J Wissel Available at SSRN 2619498, 2015 | 2 | 2015 |
| On the best constants in the Khintchine inequality J Wissel, J seph Turian | 1 | |
| Dynamic debt issuance with jumps A Minca, J Wissel Mathematics and Financial Economics 17 (4), 663-694, 2023 | | 2023 |
| Term structures of implied volatilities: Absence of arbitrage and existence results J Wissel | | |
Martin SchweizerETH ZürichVerified email at math.ethz.ch
