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Publications by Walter Schachermayer

Cover's Universal Portfolio, Stochastic Portfolio Theory, and the Numéraire Portfolio

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2018English

Book Reviews

Austrian Journal of Statistics
UncertaintyApplied MathematicsStatisticsProbability
2016English

Transaction Costs and Shadow Prices in Discrete Time

SSRN Electronic Journal
2013English

Optimal and Better Transport Plans

Journal of Functional Analysis
Analysis
2009English

The Radon-Nikodým Property and the Kreĭn-Milman Property Are Equivalent for Strongly Regular Sets

Transactions of the American Mathematical Society
MathematicsApplied Mathematics
1987English

The Variance-Optimal Martingale Measure for Continuous Processes

Bernoulli
StatisticsProbability
1996English

The Variance-Optimal Martingale Measure for Continuous Processes

Bernoulli
StatisticsProbability
1996English

Installment Options and Static Hedging

2001English

Law Invariant Risk Measures Have the Fatou Property

English

The No-Arbitrage Property Under a Change of Numéraire (1995)

English

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