//--> //--> //-->
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:"Schachermayer, Walter"
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: subject_exact:"Arbitrage Pricing"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Arbitrage Pricing
6
Arbitrage pricing
6
Theorie
5
Theory
5
Arbitrage-Pricing-Theorie
3
Capital-Asset-Pricing-Modell
3
Martingal
3
Martingale
3
Semimartingal
3
Stochastisches Modell
3
Finanzmathematik
2
Option pricing theory
2
Optionspreistheorie
2
Arbitrage
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Mathematical finance
1
Mathematisches Modell
1
Maßzahl
1
Mean Reversion
1
Mean reversion
1
Nutzen
1
Portfolio selection
1
Portfolio-Management
1
Statistical measures
1
Stochastic process
1
Stochastischer Prozess
1
Transaction costs
1
Transaktionskosten
1
Utility
1
more ...
less ...
Type of publication
All
Article
4
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Collection of articles written by one author
2
Sammlung
2
Aufsatz im Buch
1
Book section
1
Language
All
English
7
Author
All
Schachermayer, Walter
Vayanos, Dimitri
17
Platen, Eckhard
16
Rudebusch, Glenn D.
16
Björk, Tomas
15
Diebold, Francis X.
14
Le Van, Cuong
13
Christensen, Jens H. E.
10
Kabanov, Jurij M.
10
Gromb, Denis
9
Jouini, Elyès
9
Sun, Yeneng
9
Entorf, Horst
8
Jamin, Gösta
8
Page, Frank H.
8
Rásonyi, Miklós
8
Wilhelm, Jochen
8
Dana, Rose-Anne
7
Fletcher, Jonathan
7
Herings, Peter Jean-Jacques
7
Khan, Ali
7
Kondor, Péter
7
Lepinette, Emmanuel
7
Nietert, Bernhard
7
Pagano, Marco
7
Pesaran, M. Hashem
7
Chamberlain, Gary
6
Friberg, Richard
6
Rothschild, Michael
6
Wooders, Myrna Holtz
6
Beißner, Patrick
5
Bodie, Zvi
5
Cassese, Gianluca
5
Cauchie, Séverine
5
Croitoru, Benjamin
5
Delbaen, Freddy
5
Evstigneev, Igor V.
5
Fontana, Claudio
5
Hahn, Guangsug
5
Hoesli, Martin
5
more ...
less ...
Published in...
All
Springer finance
2
Annals of finance
1
Aspects of mathematical finance
1
Journal of mathematical economics
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
6
USB Cologne (EcoSocSci)
1
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
Saved in:
2
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2008
-
Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
Saved in:
3
The notion of arbitrage and free lunch in mathematical finance
Schachermayer, Walter
- In:
Aspects of mathematical finance
,
(pp. 15-22)
.
2008
Persistent link: https://www.econbiz.de/10003653091
Saved in:
4
Asymptotic arbitrage and large deviations
Föllmer, Hans
;
Schachermayer, Walter
- In:
Mathematics and financial economics
1
(
2008
)
3/4
,
pp. 213-249
Persistent link: https://www.econbiz.de/10003722526
Saved in:
5
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
6
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:
7
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10009496802
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->