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A counterexample to several problems in the theory of asset pricing
Schachermayer, Walter - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 217-229
Persistent link: https://www.econbiz.de/10001333343
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The fundamental theorem of asset pricing under proportional transaction costs in finite discrete time
Schachermayer, Walter - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 19-48
Persistent link: https://www.econbiz.de/10001917667
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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
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A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
Schachermayer, Walter - In: Insurance / Mathematics & economics 11 (1992) 4, pp. 249-257
Persistent link: https://www.econbiz.de/10001138775
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A simple counterexample to several problems in the theory of asset pricing
Delbaen, Freddy - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10001240801
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A model-free version of the fundamental theorem of asset pricing and the super-replication theorem
Acciaio, B.; Beiglböck, M.; Penkner, Friedrich; … - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 233-251
Persistent link: https://www.econbiz.de/10011577133
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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 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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The mathematics of arbitrage
Delbaen, Freddy; Schachermayer, Walter - 2008 - Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
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The mathematics of arbitrage
Delbaen, Freddy; Schachermayer, Walter - 2006
Persistent link: https://www.econbiz.de/10009496802