A Hybrid Expert System for Avalanche Forecasting. - Martin Schweizer; P. M. B. Föhn; Jürg Schweizer; Alfred Ultsch (ENTER, 1994)

Variance-Optimal Hedging in Discrete Time. - Martin Schweizer (Math. Oper. Res., 1995)

Wissensanalyse und -erhebung mit Kohonen-Netzen am praktischen Beispiel der Lawinenprognose. - Martin Schweizer (1995)

Weighted norm inequalities and hedging in incomplete markets. - Freddy Delbaen; Pascale Monat; Walter Schachermayer; Martin Schweizer; Christophe Stricker (Finance Stochastics, 1997)

Mean-variance hedging for continuous processes: New proofs and examples. - Huyên Pham; Thorsten Rheinländer; Martin Schweizer (Finance Stochastics, 1998)

Local Risk-Minimization Under Transaction Costs. - Damien Lamberton; Huyên Pham; Martin Schweizer (Math. Oper. Res., 1998)

Implied savings accounts are unique. - Frank Döberlein; Martin Schweizer; Christophe Stricker (Finance Stochastics, 2000)

A monetary value for initial information in portfolio optimization. - Jürgen Amendinger; Dirk Becherer; Martin Schweizer (Finance Stochastics, 2003)

Mean-variance hedging and stochastic control: beyond the Brownian setting. - Olga Bobrovnytska; Martin Schweizer (IEEE Trans. Autom. Control., 2004)

Editorial. - Martin Schweizer (Finance Stochastics, 2007)

Arbitrage-free market models for option prices: the multi-strike case. - Martin Schweizer; Johannes Wissel (Finance Stochastics, 2008)

Editorial. - Ralf Korn; Martin Schweizer (Finance Stochastics, 2009)

A note on the condition of no unbounded profit with bounded risk. - Koichiro Takaoka; Martin Schweizer (Finance Stochastics, 2014)

Editorial: 20th anniversary of Finance and Stochastics. - Martin Schweizer; Dieter Sondermann (Finance Stochastics, 2016)