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Schachermayer, Walter
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
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8
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2
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2
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1
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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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2
Asymptotic theory of transaction costs
Schachermayer, Walter
-
2017
Persistent link: https://www.econbiz.de/10011763489
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3
Optimal investment in incomplete financial markets
Schachermayer, Walter
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 427-462)
.
2002
Persistent link: https://www.econbiz.de/10001679464
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4
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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5
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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6
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
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7
Portfolio optimization in incomplete financial markets
Schachermayer, Walter
-
2004
Persistent link: https://www.econbiz.de/10003469901
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8
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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9
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
Saved in:
10
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
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