Perturbation theory for Markov chains via Wasserstein distance D Rudolf, N Schweizer | 132 | 2018 |
Optimal revelation of life-changing information N Schweizer, N Szech Management Science 64 (11), 5250-5262, 2018 | 78 | 2018 |
Guilt in voting and public good games D Rothenhäusler, N Schweizer, N Szech European Economic Review 101, 664-681, 2018 | 55* | 2018 |
A primal–dual algorithm for BSDEs C Bender, N Schweizer, J Zhuo Mathematical Finance 27 (3), 866-901, 2017 | 54 | 2017 |
Time-consistency of optimal investment under smooth ambiguity AG Balter, A Mahayni, N Schweizer European Journal of Operational Research 293 (2), 643-657, 2021 | 33 | 2021 |
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 | 31 | 2020 |
Risk aversion vs. the Omega ratio: Consistency results S Balder, N Schweizer Finance Research Letters 21, 78-84, 2017 | 30 | 2017 |
Performance bounds for optimal sales mechanisms beyond the monotone hazard rate condition N Schweizer, N Szech Journal of Mathematical Economics 82, 202-213, 2019 | 26* | 2019 |
Non-asymptotic error bounds for sequential MCMC and stability of Feynman-Kac propagators N Schweizer arXiv preprint arXiv:1204.2382, 2012 | 23 | 2012 |
Pathwise dynamic programming C Bender, C Gärtner, N Schweizer Mathematics of Operations Research 43 (3), 965-995, 2018 | 22 | 2018 |
Information nudges and self-control T Mariotti, N Schweizer, N Szech, J von Wangenheim Management Science 69 (4), 2182-2197, 2023 | 21 | 2023 |
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 | 19 | 2014 |
Non-asymptotic error bounds for sequential MCMC methods N Schweizer Universitäts-und Landesbibliothek Bonn, 2012 | 16 | 2012 |
Robust measurement of (heavy-tailed) risks: Theory and implementation JC Schneider, N Schweizer Journal of Economic Dynamics and Control 61, 183-203, 2015 | 15 | 2015 |
Error bounds of MCMC for functions with unbounded stationary variance D Rudolf, N Schweizer Statistics & Probability Letters 99, 6-12, 2015 | 13 | 2015 |
Non-asymptotic error bounds for sequential MCMC methods in multimodal settings N Schweizer arXiv preprint arXiv:1205.6733, 2012 | 13 | 2012 |
Robust decisions for heterogeneous agents via certainty equivalents AG Balter, N Schweizer European Journal of Operational Research 317 (1), 171-184, 2024 | 12 | 2024 |
Faster comparison of stopping times by nested conditional Monte Carlo F Dickmann, N Schweizer arXiv preprint arXiv:1402.0243, 2014 | 12 | 2014 |
Revenues and welfare in auctions with information release N Schweizer, N Szech Journal of Economic Theory 170, 86-111, 2017 | 8 | 2017 |
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 | 8 | 2014 |