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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
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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
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The mathematics of arbitrage
Delbaen, Freddy; Schachermayer, Walter - 2006
Persistent link: https://www.econbiz.de/10002123958
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The mathematics of arbitrage
Delbaen, Freddy; Schachermayer, Walter - 2008 - Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
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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
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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
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Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Czichowsky, Christoph; Peyre, Rémi; Schachermayer, Walter - In: Finance and stochastics 22 (2018) 1, pp. 161-180
Persistent link: https://www.econbiz.de/10011945647