The following pages link to Walter Schachermayer (Q186810):
Displaying 25 items.
- (Q4892362) (← links)
- A generalized dual maximizer for the Monge–Kantorovich transport problem (Q4921833) (← links)
- (Q4938931) (← links)
- (Q4938934) (← links)
- (Q4938936) (← links)
- (Q4938954) (← links)
- A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions (Q5034425) (← links)
- Asymptotic synthesis of contingent claims with controlled risk in a sequence of discrete‐time markets (Q5164447) (← links)
- Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio (Q5241562) (← links)
- SHADOW PRICES FOR CONTINUOUS PROCESSES (Q5283399) (← links)
- Weak Compactness in L 1 (μ, X) (Q5288048) (← links)
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (Q5459958) (← links)
- A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES (Q5464340) (← links)
- (Q5493482) (← links)
- Mathematics and finance (Q5506904) (← links)
- Geometrical Implications of Certain Infinite Dimensional Decompositions (Q5748423) (← links)
- Convergence of optimal expected utility for a sequence of discrete‐time markets (Q5855955) (← links)
- Utility maximization in incomplete markets with random endowment (Q5936317) (← links)
- Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)
- A Weak Law of Large Numbers for Dependent Random Variables (Q6090353) (← links)
- Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)
- Convergence of Optimal Expected Utility for a Sequence of Discrete-Time Markets (Q6322715) (← links)
- A regularized Kellerer theorem in arbitrary dimension (Q6508116) (← links)
- The decomposition of stretched Brownian motion into Bass martingales (Q6732764) (← links)
- The Gradient Flow of the Bass Functional in Martingale Optimal Transport (Q6738103) (← links)
