Before coming to Tilburg as an assistant professor in September 2016, I held postdoctoral positions at the University of Duisburg-Essen, Saarland University, and the University of Bonn. In February 2012, I defended my doctoral dissertation on Non-asymptotic Error Bounds for Sequential MCMC Methods, written under the supervision of Andreas Eberle at the Institute for Applied Mathematics, University of Bonn.

Please find my CV here.


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.



Recent publications

  1. Contingent capital with stock price triggers in interbank networks

    Balter, A., Schweizer, N., & Vera, J. C. (Accepted/In press). Contingent capital with stock price triggers in interbank networks. Mathematics of Operations Research.
  2. Rabin’s calibration theorem revisited

    Balter, A. G., Chau, K. W., & Schweizer, N. (2022). Rabin’s calibration theorem revisited. Economics Letters, 210, [110166].
  3. Information nudges and self-control

    Mariotti, T., Schweizer, N., Szech, N., & von Wangenheim, J. (Accepted/In press). Information nudges and self-control. Management Science.
  4. Time-consistency of optimal investment under smooth ambiguity

    Balter, A. G., Mahayni, A., & Schweizer, N. (2021). Time-consistency of optimal investment under smooth ambiguity. European Journal of Operational Research, 293(2), 643-657.
  5. `Regression anytime' with brute-force SVD truncation

    Bender, C., & Schweizer, N. (2021). `Regression anytime' with brute-force SVD truncation. Annals of Applied Probability, 31(3), 1140-1179.

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