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Nikolaus Schweizer
Nikolaus Schweizer
Associate Professor, Tilburg University
Verified email at tilburguniversity.edu - Homepage
Title
Cited by
Cited by
Year
Perturbation theory for Markov chains via Wasserstein distance
D Rudolf, N Schweizer
1242018
Optimal revelation of life-changing information
N Schweizer, N Szech
Management Science 64 (11), 5250-5262, 2018
762018
A primal–dual algorithm for BSDEs
C Bender, N Schweizer, J Zhuo
Mathematical Finance 27 (3), 866-901, 2017
542017
Guilt in voting and public good games
D Rothenhäusler, N Schweizer, N Szech
European Economic Review 101, 664-681, 2018
49*2018
Perturbation bounds for Monte Carlo within Metropolis via restricted approximations
F Medina-Aguayo, D Rudolf, N Schweizer
Stochastic processes and their applications 130 (4), 2200-2227, 2020
292020
Risk aversion vs. the Omega ratio: Consistency results
S Balder, N Schweizer
Finance research letters 21, 78-84, 2017
282017
Performance bounds for optimal sales mechanisms beyond the monotone hazard rate condition
N Schweizer, N Szech
Journal of Mathematical Economics 82, 202-213, 2019
24*2019
Time-consistency of optimal investment under smooth ambiguity
AG Balter, A Mahayni, N Schweizer
European Journal of Operational Research 293 (2), 643-657, 2021
232021
Pathwise dynamic programming
C Bender, C Gärtner, N Schweizer
Mathematics of Operations Research 43 (3), 965-995, 2018
232018
Non-asymptotic error bounds for sequential MCMC and stability of Feynman-Kac propagators
N Schweizer
arXiv preprint arXiv:1204.2382, 2012
222012
Cross-hedging minimum return guarantees: Basis and liquidity risks
S Ankirchner, JC Schneider, N Schweizer
Journal of Economic Dynamics and Control 41, 93-109, 2014
182014
Information nudges and self-control
T Mariotti, N Schweizer, N Szech, J von Wangenheim
Management Science 69 (4), 2182-2197, 2023
152023
Non-asymptotic error bounds for sequential MCMC methods
N Schweizer
Universitäts-und Landesbibliothek Bonn, 2012
152012
Robust measurement of (heavy-tailed) risks: Theory and implementation
JC Schneider, N Schweizer
Journal of Economic Dynamics and Control 61, 183-203, 2015
142015
Error bounds of MCMC for functions with unbounded stationary variance
D Rudolf, N Schweizer
Statistics & Probability Letters 99, 6-12, 2015
132015
Faster comparison of stopping times by nested conditional Monte Carlo
F Dickmann, N Schweizer
arXiv preprint arXiv:1402.0243, 2014
122014
Non-asymptotic error bounds for sequential MCMC methods in multimodal settings
N Schweizer
arXiv preprint arXiv:1205.6733, 2012
102012
Robust decisions for heterogeneous agents via certainty equivalents
AG Balter, N Schweizer
European Journal of Operational Research, 2024
82024
Revenues and welfare in auctions with information release
N Schweizer, N Szech
Journal of Economic Theory 170, 86-111, 2017
82017
Estimating residual hedging risk with least-squares monte carlo
S Ankirchner, C Pigorsch, N Schweizer
International Journal of Theoretical and Applied Finance 17 (07), 1450042, 2014
82014
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