Suchergebnisse - Schachermayer, Walter 1950-

Lectures on probability theory and statistics: Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000

von Albeverio, Sergio 1939-, Schachermayer, Walter 1950-, Talagrand, Michel 1952-

Asymptotic theory of transaction costs

von Schachermayer, Walter 1950-

Online lesen

The mathematics of arbitrage

von Delbaen, Freddy 1946-, Schachermayer, Walter 1950-

Inhaltsverzeichnis

Coefficients of ergodicity for order preserving Markov chains

von Pflug, Georg 1951-, Schachermayer, Walter 1950-

On some classical measure-theoretic theorems for non-sigma-complete Boolean algebras

von Schachermayer, Walter 1950-

Almost compactness and decomposability of integral operators

von Schachermayer, Walter 1950-, Weis, Lutz

Asymptotic theory of transaction costs

von Schachermayer, Walter 1950-

Portfolio optimization in incomplete financial markets

von Schachermayer, Walter 1950-

Inhaltsverzeichnis

A compactness principle for bounded sequences of Martingales with applications

von Delbaen, Freddy 1946-, Schachermayer, Walter 1950-

Utility maximization in incomplete markets with random endowment

von Cvitanić, Jakša 1962-, Schachermayer, Walter 1950-, Wang, Hui

Is there a predictable criterion for mutual singularity of two probability measures on a filtered space?

von Schachinger, Werner, Schachermayer, Walter 1950-

Some remarks on a paper of David Kreps

von Schachermayer, Walter 1950-

The mathematics of arbitrage

von Delbaen, Freddy 1946-, Schachermayer, Walter 1950-

Optimal investment in incomplete markets when wealth may become negative

von Schachermayer, Walter 1950-

The fundamental theorem of asset pricing for unbounded stochastic processes

von Delbaen, Freddy 1946-, Schachermayer, Walter 1950-

The asymptotic elasticity of utility functions and optimal investment in incomplete markets

von Kramkov, Dimitri, Schachermayer, Walter 1950-

A bidual theorem for subsets of L0(Omega, F, P)

von Brannath, Werner, Schachermayer, Walter 1950-

The limitations of no-arbitrage arguments for real options

von Hubalek, Friedrich, Hubalek, Friedrich, Schachermayer, Walter 1950-

Almost Compactness and decomposability of integral operators

von Schachermayer, Walter 1950-, Weis, Lutz