Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias; Lowther, George; Pammer, Gudmund; … - In: Finance and stochastics 28 (2024) 1, pp. 259-284
Persistent link: https://www.econbiz.de/10014447742