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A counterexample to several pr...
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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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2
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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3
Portfolio optimization in incomplete financial markets
Schachermayer, Walter
-
2004
Persistent link: https://www.econbiz.de/10003469901
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4
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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5
The notion of arbitrage and free lunch in mathematical finance
Schachermayer, Walter
- In:
Aspects of mathematical finance
,
(pp. 15-22)
.
2008
Persistent link: https://www.econbiz.de/10003653091
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6
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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7
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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8
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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9
Optimal investment in incomplete financial markets
Schachermayer, Walter
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 427-462)
.
2002
Persistent link: https://www.econbiz.de/10001679464
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10
Asymptotic theory of transaction costs
Schachermayer, Walter
-
2017
Persistent link: https://www.econbiz.de/10011763489
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