//--> //--> //-->
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:"Semimartingale"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
7
Martingale
7
Theorie
5
Theory
5
Option pricing theory
4
Optionspreistheorie
4
Arbitrage Pricing
3
Arbitrage pricing
3
Arbitrage-Pricing-Theorie
2
Capital-Asset-Pricing-Modell
2
Incomplete market
2
Semimartingal
2
Stochastisches Modell
2
Transaction costs
2
Transaktionskosten
2
Unvollkommener Markt
2
Arbitrage
1
Bachelier
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Dupire’s formula
1
Finanzmathematik
1
Kellerer’s theorem
1
Martingales
1
Mathematical programming
1
Mathematische Optimierung
1
Mathematisches Modell
1
Nutzenfunktion
1
Opportunity cost
1
Opportunitätskosten
1
Optimal transport
1
Peacocks
1
Portfolio selection
1
Portfolio-Management
1
Utility function
1
continuous price processes
1
convex duality
1
proportional transaction costs
1
shadow prices
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
5
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Collection of articles written by one author
2
Sammlung
2
Language
All
English
7
Author
All
Schachermayer, Walter
Schweizer, Martin
25
Barndorff-Nielsen, Ole E.
23
Jacod, Jean
20
Podolskij, Mark
20
Phillips, Peter C. B.
16
Platen, Eckhard
16
Shephard, Neil
16
Kardaras, Constantinos
15
Li, Jia
15
Jarrow, Robert A.
13
Jeanblanc, Monique
13
Linton, Oliver
13
Todorov, Viktor
11
Choulli, Tahir
10
Hulley, Hardy
10
Kabanov, Jurij M.
10
Bayraktar, Erhan
9
Prigent, Jean-Luc
9
Shephard, Neil G.
9
Vetter, Mathias
9
Biagini, Francesca
8
Bollerslev, Tim
8
Cassese, Gianluca
8
Fontana, Claudio
8
Frittelli, Marco
8
Hobson, David G.
8
Nutz, Marcel
8
Protter, Philip E.
8
Scaillet, Olivier
8
Tauchen, George Eugene
8
Ibragimov, Rustam
7
Kallsen, Jan
7
Renault, Olivier
7
Siu, Tak Kuen
7
Arai, Takuji
6
Clark, Todd E.
6
Elliott, Robert J.
6
Föllmer, Hans
6
Graversen, Svend Erik
6
more ...
less ...
Published in...
All
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Springer finance
2
Annals of finance
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
From Bachelier to Dupire via optimal transport
Beiglböck, Mathias
;
Pammer, Gudmund
;
Schachermayer, Walter
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 59-84
Persistent link: https://www.econbiz.de/10012796471
Saved in:
2
Shadow prices for continuous processes
Czichowsky, Christoph
;
Schachermayer, Walter
;
Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
Saved in:
3
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:
4
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2008
-
Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
Saved in:
5
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
6
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:
7
A super-martingale property of the optimal portfolio process
Schachermayer, Walter
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 433-456
Persistent link: https://www.econbiz.de/10001800676
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->