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Publications by Walter Schachermayer
Cover's Universal Portfolio, Stochastic Portfolio Theory, and the Numéraire Portfolio
Mathematical Finance
Finance
Applied Mathematics
Economics
Econometrics
Accounting
Social Sciences
Book Reviews
Austrian Journal of Statistics
Uncertainty
Applied Mathematics
Statistics
Probability
Transaction Costs and Shadow Prices in Discrete Time
SSRN Electronic Journal
Optimal and Better Transport Plans
Journal of Functional Analysis
Analysis
The Radon-Nikodým Property and the Kreĭn-Milman Property Are Equivalent for Strongly Regular Sets
Transactions of the American Mathematical Society
Mathematics
Applied Mathematics
The Variance-Optimal Martingale Measure for Continuous Processes
Bernoulli
Statistics
Probability
The Variance-Optimal Martingale Measure for Continuous Processes
Bernoulli
Statistics
Probability
Installment Options and Static Hedging
Law Invariant Risk Measures Have the Fatou Property
The No-Arbitrage Property Under a Change of Numéraire (1995)