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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

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

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

Arbitrage and free lunch with bounded risk for unbounded continuous processes

Delbaen, Freddy - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 343-348

Persistent link: https://www.econbiz.de/10001185071

Martingale measures for discrete-time processes with infinite horizon

Schachermayer, Walter - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 25-55

Persistent link: https://www.econbiz.de/10001185116

Utility maximization in incomplete markets with random endowment

Cvitanić, Jakša; Schachermayer, Walter; Wang, Hui - In: Finance and stochastics 5 (2001) 2, pp. 259-272

Persistent link: https://www.econbiz.de/10001571508

The mathematics of arbitrage

Delbaen, Freddy; Schachermayer, Walter - 2006

Persistent link: https://www.econbiz.de/10002123958

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

Advanced Financial Modelling.

Albrecher, Hansjörg - 2009

This book is a collection of state-of-the-art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a 'Special Semester on Stochastics with Emphasis on Finance' that took place from September to December...

Persistent link: https://www.econbiz.de/10012684936