E-LIB Suche - Ergebnisse für: Schachermayer, Walter

1

Faking Brownian motion with continuous Markov martingales:

Beiglböck, Mathias ; Lowther, George ; Pammer, Gudmund.
Finance and Stochastics. 28 (2023) 1 - p. 259-284 , 2023

Link: https://doi.org/10.1007/..

2

Die Rolle der Mathematik auf den Finanzmärkten:

, In: Pi und Co.,

Schachermayer, Walter - p. 288-301 , 2023

Link: https://doi.org/10.1007/..

3

From Bachelier to Dupire via optimal transport:

Beiglböck, Mathias ; Pammer, Gudmund ; Schachermayer, Walter
Finance and Stochastics. 26 (2021) 1 - p. 59-84 , 2021

Link: https://doi.org/10.1007/..

4

Asymptotic synthesis of contingent claims with controlled r..:

Kreps, David M. ; Schachermayer, Walter
Theoretical Economics. 16 (2021) 1 - p. 25-47 , 2021

Link: https://doi.org/10.3982/..

5

Convergence of optimal expected utility for a sequence of b..:

Hubalek, Friedrich ; Schachermayer, Walter
Mathematical Finance. 31 (2021) 4 - p. 1315-1331 , 2021

Link: https://doi.org/10.1111/..

6

Convergence of optimal expected utility for a sequence of d..:

Kreps, David M. ; Schachermayer, Walter
Mathematical Finance. 30 (2020) 4 - p. 1205-1228 , 2020

Link: https://doi.org/10.1111/..

7

The sharp constant for the Burkholder–Davis–Gundy inequalit..:

SCHACHERMAYER, WALTER ; STEBEGG, FLORIAN
Bernoulli. 24 (2018) 4A - p. 2499-2530 , 2018

Link: https://www.jstor.org/st..

8

Theoretical and empirical analysis of trading activity:

Pohl, Mathias ; Ristig, Alexander ; Schachermayer, Walter.
Mathematical Programming. 181 (2018) 2 - p. 405-434 , 2018

Link: https://doi.org/10.1007/..

9

Cover's universal portfolio, stochastic portfolio theory, a..:

Cuchiero, Christa ; Schachermayer, Walter ; Wong, Ting‐Kam Leonard
Mathematical Finance. 29 (2018) 3 - p. 773-803 , 2018

Link: https://doi.org/10.1111/..

10

Shadow prices, fractional Brownian motion, and portfolio op..:

Czichowsky, Christoph ; Peyre, Rémi ; Schachermayer, Walter.
Finance and Stochastics. 22 (2017) 1 - p. 161-180 , 2017

Link: https://doi.org/10.1007/..

11

PORTFOLIO OPTIMISATION BEYOND SEMIMARTINGALES: SHADOW PRICE..:

Czichowsky, Christoph ; Schachermayer, Walter
The Annals of Applied Probability. 27 (2017) 3 - p. 1414-1451 , 2017

Link: https://www.jstor.org/st..

12

Erratum to: Utility maximization in incomplete markets with..:

Cvitanić, Jaksa ; Schachermayer, Walter ; Wang, Hui
Finance and Stochastics. 21 (2017) 3 - p. 867-872 , 2017

Link: https://doi.org/10.1007/..

13

Asymptotic theory of transaction costs

Zurich lectures in advanced mathematics

Schachermayer, Walter , 2017

Link: https://search.ebscohost..

14

The space of outcomes of semi-static trading strategies nee..:

Acciaio, Beatrice ; Larsson, Martin ; Schachermayer, Walter
Finance and Stochastics. 21 (2017) 3 - p. 741-751 , 2017

Link: https://doi.org/10.1007/..

15

DUALITY THEORY FOR PORTFOLIO OPTIMISATION UNDER TRANSACTION..:

Czichowsky, Christoph ; Schachermayer, Walter
The Annals of Applied Probability. 26 (2016) 3 - p. 1888-1941 , 2016

Link: http://www.jstor.org/sta..