//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Cvitanic, Jaksa"
~person:"Taflin, Erik"
~person:"Yang, Junjian"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Schachermayer, Walter"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Opportunity cost
2
Opportunitätskosten
2
Portfolio selection
2
Portfolio-Management
2
Transaction costs
2
Transaktionskosten
2
Fractional Brownian motion
1
Investment Fund
1
Investmentfonds
1
Logarithmic utility
1
Martingal
1
Martingale
1
Numerical analysis
1
Numerisches Verfahren
1
Proportional transaction costs
1
Shadow prices
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Two-way crossing
1
continuous price processes
1
convex duality
1
proportional transaction costs
1
shadow prices
1
utility maximization
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
Undetermined
4
Author
All
Cvitanic, Jaksa
Taflin, Erik
Yang, Junjian
Schachermayer, Walter
72
Muhle-Karbe, Johannes
8
Gerhold, Stefan
7
Delbaen, Freddy
6
Kreps, David M.
6
Guasoni, Paolo
5
Jouini, Elyès
5
Touzi, Nizar
5
Hubalek, Friedrich
4
Czichowsky, Christoph
3
Beiglböck, Mathias
2
Campi, Luciano
2
Davis, Mark
2
Kramkov, Dmitrij O.
2
Pammer, Gudmund
2
Tompkins, Robert G.
2
Wang, Hui
2
Acciaio, B.
1
Acciaio, Beatrice
1
Albrecher, Hansjörg
1
Beiglböck, M.
1
Brannath, Werner
1
Cuchiero, Christa
1
Cvitanić, Jaksa
1
Cvitanić, Jakša
1
Davis, Mark H. A.
1
Duffie, Darrell
1
Filipović, Damir
1
Föllmer, Hans
1
Hugonnier, Julien
1
Jouini, Elyes
1
Kramkov, Dmitry
1
Kupper, Michael
1
Larsson, Martin
1
Lowther, George
1
Mathias Beiglb\"ock
1
Napp, Clotilde
1
Penkner, Friedrich
1
Peyre, Rémi
1
more ...
less ...
Published in...
All
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Czichowsky, Christoph
;
Peyre, Rémi
;
Schachermayer, Walter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011945647
Saved in:
2
Shadow prices for continuous processes
Czichowsky, Christoph
;
Schachermayer, Walter
;
Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
Saved in:
3
In which financial markets do mutual fund theorems hold true?
Schachermayer, Walter
;
Sîrbu, Mihai
;
Taflin, Erik
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10003939474
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->