Photo of Nikolaus Schweizer
  • Warandelaan 2, Koopmans Building, room K 532

    5037 AB Tilburg

    Netherlands

20142019

Research output per year

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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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Research Output

Performance bounds for optimal sales mechanisms beyond the monotone hazard rate condition

Schweizer, N. & Szech, N., May 2019, In : Journal of Mathematical Economics. 82, p. 202-213

Research output: Contribution to journalArticleScientificpeer-review

  • Perturbation bounds for Monte Carlo within Metropolis via restricted approximations

    Medina-Aguayo, F., Rudolf, D. & Schweizer, N., 26 Jun 2019, In : Stochastic Processes and their Applications.

    Research output: Contribution to journalArticleScientificpeer-review

    Open Access
  • The joint impact of F-divergences and reference models on the contents of uncertainty sets

    Kruse, T., Schneider, J. C. & Schweizer, N., Mar 2019, In : Operations Research. 67, 2, p. 428-435

    Research output: Contribution to journalArticleScientificpeer-review

  • Guilt and voting in public good games

    Rothenhäusler, D., Schweizer, N. & Szech, N., Jan 2018, In : European Economic Review. 101, p. 664-681

    Research output: Contribution to journalArticleScientificpeer-review

  • Optimal revelation of life-changing information

    Schweizer, N. & Szech, N., Nov 2018, In : Management Science. 64, 11, p. 5250-5262

    Research output: Contribution to journalArticleScientificpeer-review