The following pages link to Walter Schachermayer (Q186810):
Displaying 50 items.
- Strong supermartingales and limits of nonnegative martingales (Q272945) (← links)
- Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
- (Q363854) (redirect page) (← links)
- A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
- Regularity of affine processes on general state spaces (Q388907) (← links)
- A short proof of the Doob-Meyer theorem (Q424466) (← links)
- Book review of: Cédric Villani, Das lebendige Theorem (Q457072) (← links)
- Transaction costs, trading volume, and the liquidity premium (Q471168) (← links)
- The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
- Asymptotic theory of transaction costs (Q516361) (← links)
- Hiding a constant drift (Q537135) (← links)
- Characters on algebras of smooth functions (Q582657) (← links)
- A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308) (← links)
- Affine processes are regular (Q662821) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- The Banach space of workable contingent claims in arbitrage theory (Q677675) (← links)
- Norm attaining operators and renormings of Banach spaces (Q795277) (← links)
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
- A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Hiding a drift (Q971947) (← links)
- Optimal and better transport plans (Q1011424) (← links)
- Local nonfactorization of functions on locally compact groups (Q1094620) (← links)
- The set of observationally equivalent errors-in-variables models (Q1128975) (← links)
- Norm attaining operators on some classical Banach spaces (Q1151555) (← links)
- The Banach-Saks property is not \(L^ 2\)-hereditary (Q1164825) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- Moduli of non-dentability and the Radon-Nikodým property in Banach spaces (Q1262500) (← links)
- Weighted norm inequalities and hedging in incomplete markets (Q1267815) (← links)
- The fundamental theorem of asset pricing for unbounded stochastic processes (Q1271229) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- A super-martingale property of the optimal portfolio process (Q1424719) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
- Necessary and sufficient conditions in the problem of optimal investment in incomplete markets (Q1429115) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
- The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting (Q1708974) (← links)
- The convolution theorem for infinite-dimensional parameter spaces (Q1856555) (← links)
- No arbitrage: On the work of David Kreps (Q1863747) (← links)
- Optimal investment in incomplete markets when wealth may become negative. (Q1872427) (← links)
- Arbitrage possibilities in Bessel processes and their relations to local martingales (Q1895852) (← links)
- The variance-optimal martingale measure for continuous processes (Q1915163) (← links)
- The existence of absolutely continuous local martingale measures (Q1916477) (← links)
- A proof of a conjecture of Bobkov and Houdré (Q1920189) (← links)
- Hiding a constant drift -- a strong solution (Q1928887) (← links)
- Representation results for law invariant time consistent functions (Q1932525) (← links)
- The dual optimizer for the growth-optimal portfolio under transaction costs (Q1945044) (← links)
- Optimisation and utility functions (Q1946043) (← links)
- Trajectorial dissipation and gradient flow for the relative entropy in Markov chains (Q2048485) (← links)
