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Search: person:"Schachermayer, Walter"
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Theorie
33
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33
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15
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14
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13
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12
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11
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11
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risk measures
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Schachermayer, Walter
120
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
Hugonnier, Julien
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
Sîrbu, Mihai
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
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1
Cvitanić, Jaksa
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14
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4
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2
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2
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1
Institut für Informationsverarbeitung und -wirtschaft <Wien>
1
National Centre of Competence in Research - Financial Valuation and Risk Management
1
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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
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4
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4
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3
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2
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2
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Stanford University Graduate School of Business research paper
2
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2
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2
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2
Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science
2
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1
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1
Aspects of mathematical finance
1
Boston U. School of Management Research Paper
1
FINRISK Working Paper Series
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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
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1
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1
Radon Series on Computational and Applied Mathematics Ser
1
Radon series on computational and applied mathematics
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1
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1
Risk : managing risk in the world's financial markets
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SFB Adaptive Information Systems and Modelling in Economics and Management Science
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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ECONIS (ZBW)
49
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42
USB Cologne (business full texts)
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81
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
82
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:
83
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10009496802
Saved in:
84
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:
85
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:
86
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:
87
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:
88
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:
89
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:
90
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:
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