Walter Schachermayer


Ontology type: schema:Person     


Person Info

NAME

Walter

SURNAME

Schachermayer

Publications in SciGraph latest 50 shown

  • 2021-12-23 From Bachelier to Dupire via optimal transport in FINANCE AND STOCHASTICS
  • 2018-10-26 Theoretical and empirical analysis of trading activity in MATHEMATICAL PROGRAMMING
  • 2017-11-17 Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs in FINANCE AND STOCHASTICS
  • 2017-06-07 Erratum to: Utility maximization in incomplete markets with random endowment in FINANCE AND STOCHASTICS
  • 2017-05-30 The space of outcomes of semi-static trading strategies need not be closed in FINANCE AND STOCHASTICS
  • 2016-04-07 Die Rolle der Mathematik auf den Finanzmärkten in PI UND CO.
  • 2014-10-30 Admissible Trading Strategies Under Transaction Costs in SÉMINAIRE DE PROBABILITÉS XLVI
  • 2014-09 The super-replication theorem under proportional transaction costs revisited in MATHEMATICS AND FINANCIAL ECONOMICS
  • 2013-05-29 Transaction costs, trading volume, and the liquidity premium in FINANCE AND STOCHASTICS
  • 2011-11-24 The dual optimizer for the growth-optimal portfolio under transaction costs in FINANCE AND STOCHASTICS
  • 2010-06-30 Affine processes are regular in PROBABILITY THEORY AND RELATED FIELDS
  • 2009-09-01 Representation results for law invariant time consistent functions in MATHEMATICS AND FINANCIAL ECONOMICS
  • 2009-05-07 Non-monotone convergence in the quadratic Wasserstein distance in SÉMINAIRE DE PROBABILITÉS XLII
  • 2008-12-09 The fundamental theorem of asset pricing for continuous processes under small transaction costs in ANNALS OF FINANCE
  • 2008-09-17 In which financial markets do mutual fund theorems hold true? in FINANCE AND STOCHASTICS
  • 2008-05-21 Asymptotic arbitrage and large deviations in MATHEMATICS AND FINANCIAL ECONOMICS
  • 2008 The Notion of Arbitrage and Free Lunch in Mathematical Finance in ASPECTS OF MATHEMATICAL FINANCE
  • 2006-11-04 A super-replication theorem in Kabanov’s model of transaction costs in FINANCE AND STOCHASTICS
  • 2006 Law invariant risk measures have the Fatou property in ADVANCES IN MATHEMATICAL ECONOMICS
  • 2006 The Mathematics of Arbitrage in NONE
  • 2005-08-12 A Hyper-Geometric Approach to the BMV-Conjecture in MONATSHEFTE FÜR MATHEMATIK
  • 2004-11-13 Utility Maximisation in Incomplete Markets in STOCHASTIC METHODS IN FINANCE
  • 2003-10 A super-martingale property of the optimal portfolio process in FINANCE AND STOCHASTICS
  • 2002-09 No Arbitrage: On the Work of David Kreps in POSITIVITY
  • 2002 Optimal Investment in Incomplete Financial Markets in MATHEMATICAL FINANCE — BACHELIER CONGRESS 2000
  • 2001-04 Utility maximization in incomplete markets with random endowment in FINANCE AND STOCHASTICS
  • 2001 On Vershik’s Standardness Criterion and Tsirelson’s Notion of Cosiness in SÉMINAIRE DE PROBABILITÉS XXXV
  • 1999 A Compactness Principle for Bounded Sequences of Martingales with Applications in SEMINAR ON STOCHASTIC ANALYSIS, RANDOM FIELDS AND APPLICATIONS
  • 1998-10 The fundamental theorem of asset pricing for unbounded stochastic processes in MATHEMATISCHE ANNALEN
  • 1997-07 Weighted norm inequalities and hedging in incomplete markets in FINANCE AND STOCHASTICS
  • 1997-06 Buchbesprechungen in MONATSHEFTE FÜR MATHEMATIK
  • 1996-03 Book reviews in MONATSHEFTE FÜR MATHEMATIK
  • 1995-09 Arbitrage possibilities in Bessel processes and their relations to local martingales in PROBABILITY THEORY AND RELATED FIELDS
  • 1995 An inequality for the predictable projection of an adapted process in SÉMINAIRE DE PROBABILITÉS XXIX
  • 1994-09 A general version of the fundamental theorem of asset pricing in MATHEMATISCHE ANNALEN
  • 1994-03 Buchbesprechungen in MONATSHEFTE FÜR MATHEMATIK
  • 1993-12 Book reviews in MONATSHEFTE FÜR MATHEMATIK
  • 1993-06 Buchbesprechungen in MONATSHEFTE FÜR MATHEMATIK
  • 1992-09-01 Buchbesprechungen in MONATSHEFTE FÜR MATHEMATIK
  • 1991-09 Buchbesprechungen in MONATSHEFTE FÜR MATHEMATIK
  • 1990-12 Buchbesprechungen in MONATSHEFTE FÜR MATHEMATIK
  • 1990-09 Buchbesprechungen in MONATSHEFTE FÜR MATHEMATIK
  • 1989-03 Buchbesprechungen in MONATSHEFTE FÜR MATHEMATIK
  • 1989-01 Characters on algebras of smooth functions in ANNALS OF GLOBAL ANALYSIS AND GEOMETRY
  • 1987-07 Local nonfactorization of functions on locally compact groups in ARCHIV DER MATHEMATIK
  • 1985-06 Buchbesprechungen in MONATSHEFTE FÜR MATHEMATIK
  • 1985-03 Buchbesprechungen in MONATSHEFTE FÜR MATHEMATIK
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