//--> //--> //--> //-->
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
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
The super-replication theorem...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
33
Theory
33
Optionspreistheorie
15
Option pricing theory
14
Transaction costs
13
Transaktionskosten
12
Portfolio selection
11
Portfolio-Management
11
Unvollkommener Markt
8
CAPM
7
Martingal
7
Martingale
7
Arbitrage Pricing
6
Arbitrage pricing
6
Incomplete market
6
Arbitrage
5
Capital-Asset-Pricing-Modell
5
Finanzmathematik
5
Proportional transaction costs
5
risk measures
5
Black-Scholes model
4
Black-Scholes-Modell
4
Mathematical finance
4
Mathematical programming
4
Mathematische Optimierung
4
Probability theory
4
Semimartingal
4
Stochastic process
4
Stochastischer Prozess
4
Super-replication theorem
4
Wahrscheinlichkeitsrechnung
4
Arbitrage-Pricing-Theorie
3
Efficient friction
3
Fatou property
3
Foreign exchange markets
3
Martingales
3
Opportunity cost
3
Opportunitätskosten
3
Risk
3
Stochastisches Modell
3
more ...
less ...
Online availability
All
Free
5,765
Undetermined
22
Type of publication
All
Book / Working Paper
5,771
Article
72
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
4
Working Paper
4
Aufsatz im Buch
3
Book section
3
Collection of articles written by one author
2
Sammlung
2
Article
1
Systematic review
1
review-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
Undetermined
4,026
English
1,805
French
12
Author
All
Schachermayer, Walter
122
Zhou, Wei-Xing
80
Sornette, D.
79
Bayraktar, Erhan
70
Bouchaud, Jean-Philippe
58
Lillo, Fabrizio
55
Sornette, Didier
53
Stanley, H. Eugene
52
Farmer, J. Doyne
41
Mantegna, Rosario N.
37
Brigo, Damiano
36
Drozdz, S.
31
Kardaras, Constantinos
31
Marsili, Matteo
31
Muhle-Karbe, Johannes
31
Cotter, John
30
Takayasu, Hideki
29
Shevchenko, Pavel V.
28
Kaizoji, Taisei
27
Kristoufek, Ladislav
27
Scalas, Enrico
27
Jiang, Zhi-Qiang
26
Tasche, Dirk
26
Flyvbjerg, Bent
24
Challet, Damien
23
Kwapien, J.
23
Rudi Sch\"afer
23
Zhang, Yi-Cheng
23
Takayasu, Misako
22
Teichmann, Josef
22
Nutz, Marcel
21
Chakraborti, Anirban
20
Dokuchaev, Nikolai
20
Garlaschelli, Diego
20
Kitov, Ivan O.
20
Martinho, Vitor Joao Pereira Domingues
20
Masoliver, Jaume
20
Matteo, T. Di
20
Montero, Miquel
20
Peters, Gareth W.
20
more ...
less ...
Institution
All
arXiv.org
5,733
Université Paris-Dauphine (Paris IX)
4
HAL
2
Université Paris-Dauphine
2
Capital Fund Management
1
EconWPA
1
Institut für Informationsverarbeitung und -wirtschaft <Wien>
1
National Centre of Competence in Research - Financial Valuation and Risk Management
1
Wirtschaftsuniversität <Wien>
1
more ...
less ...
Published in...
All
Papers / arXiv.org
5,733
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Finance and stochastics
12
Mathematical Finance
11
Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen
6
Economics Papers from University Paris Dauphine
4
Finance and Stochastics
4
Working Papers SFB Adaptive Information Systems and Modelling in Economics and Management Science
4
Mathematics and financial economics
3
Insurance / Mathematics & economics
2
Journal of mathematical economics
2
Open Access publications from Université Paris-Dauphine
2
Springer finance
2
Stanford University Graduate School of Business research paper
2
Statistics & Decisions
2
Theoretical Economics
2
Wirtschaftsuniversität Wien - Elektronische Publikationen
2
Wirtschaftsuniversität Wien - Institut für Informationsverarbeitung und -wirtschaft - SFB Adaptive Information Systems and Modelling in Economics and Management Science
2
Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science
2
Annals of Finance
1
Annals of finance
1
Arbeitspapier
1
Aspects of mathematical finance
1
Boston U. School of Management Research Paper
1
FINRISK Working Paper Series
1
Finance
1
Insurance: Mathematics and Economics
1
International journal of theoretical and applied finance
1
Journal of Mathematical Economics
1
Market microstructure and liquidity
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Oberwolfach
1
Post-Print / HAL
1
Radon Series on Computational and Applied Mathematics Ser
1
Radon series on computational and applied mathematics
1
Real options
1
Research paper series / Swiss Finance Institute
1
Risk : managing risk in the world's financial markets
1
SFB Adaptive Information Systems and Modelling in Economics and Management Science
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
more ...
less ...
Source
All
RePEc
5,758
ECONIS (ZBW)
49
USB Cologne (business full texts)
13
OLC EcoSci
13
Other ZBW resources
8
EconStor
1
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
51
-
60
of
5,843
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
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:
52
How close are the option pricing formulas of Bachelier and Black-Merton-Scholes?
Schachermayer, Walter
;
Teichmann, Josef
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 155-170
Persistent link: https://www.econbiz.de/10003643489
Saved in:
53
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
54
The evaluation of venture capital as an instalment option: valuing real options using real options
Davis, Mark
;
Schachermayer, Walter
;
Tompkins, Robert G.
- In:
Real options
,
(pp. 77-96)
.
2004
Persistent link: https://www.econbiz.de/10002385610
Saved in:
55
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
Saved in:
56
On utility-based pricing of contingent claims in incomplete markets
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10002725392
Saved in:
57
Affine processes and applications in finance
Duffie, Darrell
;
Filipović, Damir
;
Schachermayer, Walter
-
2002
Persistent link: https://www.econbiz.de/10001704101
Saved in:
58
Utility maximization in incomplete markets with random endowment
Cvitanić, Jakša
;
Schachermayer, Walter
;
Wang, Hui
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 259-272
Persistent link: https://www.econbiz.de/10001571508
Saved in:
59
The limitations of no-arbitrage arguments for real options
Hubalek, Friedrich
;
Schachermayer, Walter
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 361-373
Persistent link: https://www.econbiz.de/10001578753
Saved in:
60
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
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->