//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Hugonnier, Julien"
~person:"Schachermayer, Walter"
~person:"Sîrbu, Mihai"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Schachermayer, Walter"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
33
Theory
33
Optionspreistheorie
15
Option pricing theory
14
Transaction costs
13
Transaktionskosten
12
Portfolio selection
11
Portfolio-Management
11
Unvollkommener Markt
8
CAPM
7
Martingal
7
Martingale
7
Arbitrage Pricing
6
Arbitrage pricing
6
Incomplete market
6
Arbitrage
5
Capital-Asset-Pricing-Modell
5
Finanzmathematik
5
Proportional transaction costs
5
Black-Scholes model
4
Black-Scholes-Modell
4
Mathematical finance
4
Mathematical programming
4
Mathematische Optimierung
4
Probability theory
4
Semimartingal
4
Stochastic process
4
Stochastischer Prozess
4
Super-replication theorem
4
Wahrscheinlichkeitsrechnung
4
risk measures
4
Arbitrage-Pricing-Theorie
3
Efficient friction
3
Fatou property
3
Foreign exchange markets
3
Martingales
3
Opportunity cost
3
Opportunitätskosten
3
Risk
3
Stochastisches Modell
3
more ...
less ...
Online availability
All
Free
46
Undetermined
18
Type of publication
All
Article
68
Book / Working Paper
52
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
4
Working Paper
4
Aufsatz im Buch
3
Book section
3
Collection of articles written by one author
2
Sammlung
2
Article
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
72
Undetermined
48
Author
All
Hugonnier, Julien
Schachermayer, Walter
Sîrbu, Mihai
Delbaen, Freddy
12
Muhle-Karbe, Johannes
10
Hubalek, Friedrich
9
Jouini, Elyès
9
Gerhold, Stefan
8
Guasoni, Paolo
8
Touzi, Nizar
8
Czichowsky, Christoph
7
Kreps, David M.
6
Napp, Clotilde
5
Campi, Luciano
4
Jouini, Elyes
4
Teichmann, Josef
4
Beiglböck, Mathias
3
Davis, Mark
3
Kramkov, Dmitry
3
Taflin, Erik
3
Walter, Schachermayer
3
Wang, Hui
3
Yang, Junjian
3
Acciaio, Beatrice
2
Kramkov, Dmitrij O.
2
Mathias Beiglb\"ock
2
Pammer, Gudmund
2
Penkner, Friedrich
2
Rásonyi, Miklós
2
Schweizer, Martin
2
Tompkins, Robert
2
Tompkins, Robert G.
2
Veliyev, Bezirgen
2
Acciaio, B.
1
Albrecher, Hansjörg
1
Beiglböck, M.
1
Brannath, Werner
1
Cuchiero, Christa
1
Cvitanic, Jaksa
1
Cvitanić, Jaksa
1
more ...
less ...
Institution
All
arXiv.org
14
Université Paris-Dauphine (Paris IX)
4
HAL
2
Université Paris-Dauphine
2
EconWPA
1
Institut für Informationsverarbeitung und -wirtschaft <Wien>
1
National Centre of Competence in Research - Financial Valuation and Risk Management
1
Wirtschaftsuniversität <Wien>
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Papers / arXiv.org
14
Finance and stochastics
12
Mathematical Finance
11
Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen
6
Economics Papers from University Paris Dauphine
4
Finance and Stochastics
4
Working Papers SFB Adaptive Information Systems and Modelling in Economics and Management Science
4
Mathematics and financial economics
3
Insurance / Mathematics & economics
2
Journal of mathematical economics
2
Open Access publications from Université Paris-Dauphine
2
Springer finance
2
Stanford University Graduate School of Business research paper
2
Theoretical Economics
2
Wirtschaftsuniversität Wien - Elektronische Publikationen
2
Wirtschaftsuniversität Wien - Institut für Informationsverarbeitung und -wirtschaft - SFB Adaptive Information Systems and Modelling in Economics and Management Science
2
Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science
2
Annals of Finance
1
Annals of finance
1
Arbeitspapier
1
Aspects of mathematical finance
1
Boston U. School of Management Research Paper
1
FINRISK Working Paper Series
1
Finance
1
Insurance: Mathematics and Economics
1
International journal of theoretical and applied finance
1
Journal of Mathematical Economics
1
Market microstructure and liquidity
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Oberwolfach
1
Post-Print / HAL
1
Radon Series on Computational and Applied Mathematics Ser
1
Radon series on computational and applied mathematics
1
Real options
1
Research paper series / Swiss Finance Institute
1
Risk : managing risk in the world's financial markets
1
SFB Adaptive Information Systems and Modelling in Economics and Management Science
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
Stochastic Processes and their Applications
1
more ...
less ...
Source
All
ECONIS (ZBW)
49
RePEc
39
USB Cologne (business full texts)
13
OLC EcoSci
13
Other ZBW resources
4
EconStor
1
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
81
-
90
of
120
Sort
Relevance
Date (newest first)
Date (oldest first)
81
A super-replication theorem in Kabanov's model of transaction costs
Campi, Luciano
;
Schachermayer, Walter
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 579-596
Persistent link: https://www.econbiz.de/10003405654
Saved in:
82
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10009496802
Saved in:
83
On utility-based pricing of contingent claims in incomplete markets
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10002725392
Saved in:
84
A note on arbitrage and closed convex cones
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 183-189
Persistent link: https://www.econbiz.de/10002583073
Saved in:
85
Arbitrage and state price deflators in a general intertemporal framework
Jouini, Elyès
;
Napp, Clotilde
;
Schachermayer, Walter
- In:
Journal of mathematical economics
41
(
2005
)
6
,
pp. 722-734
Persistent link: https://www.econbiz.de/10003046061
Saved in:
86
Arbitrage and state price deflators in a general intertemporal framework
Jouini, Elyes
;
Napp, Clotilde
;
Schachermayer, Walter
- In:
Journal of Mathematical Economics
41
(
2005
)
6
,
pp. 722-734
Persistent link: https://www.econbiz.de/10005388334
Saved in:
87
ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical Finance
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10005193408
Saved in:
88
A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES
Schachermayer, Walter
- In:
Mathematical Finance
15
(
2005
)
1
,
pp. 183-189
Persistent link: https://www.econbiz.de/10005655235
Saved in:
89
ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10008214496
Saved in:
90
A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 183-190
Persistent link: https://www.econbiz.de/10008222945
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->