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A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
Schachermayer, Walter - In: Insurance / Mathematics & economics 11 (1992) 4, pp. 249-257
Persistent link: https://www.econbiz.de/10001138775
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Martingale measures for discrete-time processes with infinite horizon
Schachermayer, Walter - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 25-55
Persistent link: https://www.econbiz.de/10001185116
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A counterexample to several problems in the theory of asset pricing
Schachermayer, Walter - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 217-229
Persistent link: https://www.econbiz.de/10001333343
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The fundamental theorem of asset pricing under proportional transaction costs in finite discrete time
Schachermayer, Walter - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 19-48
Persistent link: https://www.econbiz.de/10001917667
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A super-martingale property of the optimal portfolio process
Schachermayer, Walter - In: Finance and stochastics 7 (2003) 4, pp. 433-456
Persistent link: https://www.econbiz.de/10001800676
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A note on arbitrage and closed convex cones
Schachermayer, Walter - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 183-189
Persistent link: https://www.econbiz.de/10002583073
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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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Arbitrage and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 343-348
Persistent link: https://www.econbiz.de/10001185071
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When does convergence of asset price processes imply convergence of option prices?
Hubalek, Friedrich - In: Mathematical finance : an international journal of … 8 (1998) 4, pp. 385-403
Persistent link: https://www.econbiz.de/10001252755
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A simple counterexample to several problems in the theory of asset pricing
Delbaen, Freddy - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10001240801