Narrow search
Showing 1 - 5 of 5
Cover Image
The super-replication theorem under proportional transaction costs revisited
Schachermayer, Walter - In: Mathematics and financial economics 8 (2014) 4, pp. 383-398
Persistent link: https://www.econbiz.de/10010490973
Cover Image
A note on utility-based pricing in models with transaction costs
Davis, Mark H. A.; Yoshikawa, Daisuke - In: Mathematics and financial economics 9 (2015) 3, pp. 231-245
Persistent link: https://www.econbiz.de/10011350249
Cover Image
A note on utility-based pricing
Davis, Mark H. A.; Yoshikawa, Daisuke - In: Mathematics and financial economics 9 (2015) 3, pp. 215-230
Persistent link: https://www.econbiz.de/10011350250
Cover Image
Representation results for law invariant time consistent functions
Kupper, Michael; Schachermayer, Walter - In: Mathematics and financial economics 2 (2009) 3, pp. 189-210
Persistent link: https://www.econbiz.de/10003891236
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