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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 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
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Asymptotic arbitrage and large deviations
Föllmer, Hans
;
Schachermayer, Walter
- In:
Mathematics and financial economics
1
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2008
)
3/4
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pp. 213-249
Persistent link: https://www.econbiz.de/10003722526
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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
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