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subject:"Arbitrage Pricing"
~person:"Schachermayer, Walter"
~subject:"Estimation"
~type_genre:"Article in journal"
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Arbitrage Pricing
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Schachermayer, Walter
Kabanov, Jurij M.
8
Fletcher, Jonathan
7
Le Van, Cuong
7
Rásonyi, Miklós
7
Page, Frank H.
5
Hahn, Guangsug
4
Jarrow, Robert A.
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Jouini, Elyès
4
Napp, Clotilde
4
Perez-Ostafe, Lavinia
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Barbachan, José Santiago Fajardo
3
Boisdeffre, Lionel de
3
Burzoni, Matteo
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Cordero, Fernando
3
Cornet, Bernard
3
Faff, Robert W.
3
Fontana, Claudio
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Kardaras, Constantinos
3
Khan, Ali
3
Maggis, Marco
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Priestley, Richard
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Rudebusch, Glenn D.
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Sun, Yeneng
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Won, Dongchul
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Allouch, Nizar
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Alp, Ozge Sezgin
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Antoniou, Antonios
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Başak, Suleyman
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Beaulieu, Marie-Claude
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Bielecki, Tomasz R.
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Annals of finance
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1
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ECONIS (ZBW)
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The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
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2
Asymptotic arbitrage and large deviations
Föllmer, Hans
;
Schachermayer, Walter
- In:
Mathematics and financial economics
1
(
2008
)
3/4
,
pp. 213-249
Persistent link: https://www.econbiz.de/10003722526
Saved in:
3
Arbitrage and state price deflators in a general intertemporal framework
Jouini, Elyès
;
Napp, Clotilde
;
Schachermayer, Walter
- In:
Journal of mathematical economics
41
(
2005
)
6
,
pp. 722-734
Persistent link: https://www.econbiz.de/10003046061
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