Research output per year
Research output per year
Personal profile
Research interests
My research focuses on Monte Carlo simulation methods, in particular MCMC and LSMC, often in connection with problems from quantitative finance and risk management. I am also interested in the economics of risk, uncertainty, information and time.
My past and present working papers are found either on SSRN or arXiv.
Current courses
Click here for my courses.
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Dive into the research topics where Nikolaus Schweizer is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Comment on A theoretical foundation of ambiguity measurement
Fu, R., Melenberg, B. & Schweizer, N., Jan 2023, In: Journal of Economic Theory. 207, 105573.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Contingent capital with stock price triggers in interbank networks
Balter, A., Schweizer, N. & Vera, J. C., Aug 2022, (E-pub ahead of print) In: Mathematics of Operations Research.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Information nudges and self-control
Mariotti, T., Schweizer, N., Szech, N. & von Wangenheim, J., May 2022, (E-pub ahead of print) In: Management Science.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Rabin’s calibration theorem revisited
Balter, A. G., Chau, K. W. & Schweizer, N., Jan 2022, In: Economics Letters. 210, 110166.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
`Regression anytime' with brute-force SVD truncation
Bender, C. & Schweizer, N., Jun 2021, In: Annals of Applied Probability. 31, 3, p. 1140-1179Research output: Contribution to journal › Article › Scientific › peer-review