The following pages link to Walter Schachermayer (Q186810):
Displaying 50 items.
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Theoretical and empirical analysis of trading activity (Q2189447) (← links)
- In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
- The space of outcomes of semi-static trading strategies need not be closed (Q2364534) (← links)
- Erratum to: ``Utility maximization in incomplete markets with random endowment'' (Q2364538) (← links)
- Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion (Q2403132) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- The mathematics of arbitrage (Q2493436) (← links)
- A note on lower bounds of martingale measure densities (Q2505489) (← links)
- A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937) (← links)
- Attainable claims with \(p\)'th moments (Q2565224) (← links)
- Arbitrage and state price deflators in a general intertemporal framework (Q2571924) (← links)
- A hyper-geometric approach to the BMV-conjecture (Q2581033) (← links)
- When does convergence of asset price processes imply convergence of option prices? (Q2707197) (← links)
- (Q2725613) (← links)
- (Q2741101) (← links)
- Applications to mathematical finance (Q2760175) (← links)
- Optimal investment in incomplete financial markets (Q2782366) (← links)
- A model-free version of the fundamental theorem of asset pricing and the super-replication theorem (Q2799994) (← links)
- Book review of: S. Dineen, Probability theory in finance. A mathematical guide to the Black-Scholes formula. 2nd ed. (Q2803963) (← links)
- Book review of: F. Baudoin, Diffusion processes and stochastic calculus (Q2807965) (← links)
- Book review of: L. C. Evans, An introduction to stochastic differential equations (Q2807966) (← links)
- A general duality theorem for the Monge-Kantorovich transport problem (Q2889262) (← links)
- Transaction Costs, Shadow Prices, and Duality in Discrete Time (Q2940760) (← links)
- Duality for Borel measurable cost functions (Q3020336) (← links)
- (Q3025646) (← links)
- Equivalent norms on separable Asplund spaces (Q3034330) (← links)
- (Q3035750) (← links)
- Law invariant risk measures on <i>L</i> <sup>∞</sup> (ℝ<sup> <i>d</i> </sup>)<i /> (Q3104431) (← links)
- (Q3111561) (← links)
- Asymptotics and duality for the Davis and Norman problem (Q3145080) (← links)
- Optimal transport and the geometry of $L^{1}(\mathbb {R}^d)$ (Q3190341) (← links)
- (Q3202708) (← links)
- Functions in $L^{∞}(G)$ and associated convolution operators (Q3209610) (← links)
- (Q3298214) (← links)
- ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586) (← links)
- (Q3397727) (← links)
- On the Duality Theory for the Monge-Kantorovich Transport Problem (Q3464638) (← links)
- (Q3483804) (← links)
- HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? (Q3502130) (← links)
- THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS (Q3523578) (← links)
- The Notion of Arbitrage and Free Lunch in Mathematical Finance (Q3527680) (← links)
- Law invariant risk measures have the Fatou property (Q3564005) (← links)
- Characterization of optimal transport plans for the Monge-Kantorovich problem (Q3605003) (← links)
- Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
- Non-monotone convergence in the quadratic Wasserstein distance (Q3653076) (← links)
- (Q3667406) (← links)
- (Q3672208) (← links)
- The Sum of Two Radon-Nikodym-Sets Need Not be a Radon-Nikodym-Set (Q3723112) (← links)
- (Q3723113) (← links)
