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The super-replication theorem under proportional transaction costs revisited
Schachermayer, Walter - In: Mathematics and financial economics 8 (2014) 4, pp. 383-398
Persistent link: https://www.econbiz.de/10010490973
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Representation results for law invariant time consistent functions
Kupper, Michael; Schachermayer, Walter - In: Mathematics and financial economics 2 (2009) 3, pp. 189-210
Persistent link: https://www.econbiz.de/10003891236
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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