Authors:
Czichowsky, Christoph
Schachermayer, Walter
Citation: Czichowsky, Christoph et Schachermayer, Walter, Strong supermartingales and limits of nonnegative martingales, Annals of probability (Online) , 44(1), 2016, pp. 171-205
Authors:
Czichowsky, Christoph
Schachermayer, Walter
Citation: Czichowsky, Christoph et Schachermayer, Walter, Strong supermartingales and limits of nonnegative martingales Christoph Czichowsky, Walter Schachermayer, Annals of probability , 44(1), 2016, pp. 171-205
Citation: Czichowsky, Christoph et Schweizer, Martin, Cone-constrained continuous-time Markowitz problems, Annals of applied probability , 23(2), 2013, pp. 764-810
Authors:
Czichowsky, Christoph
Schachermayer, Walter
Citation: Czichowsky, Christoph et Schachermayer, Walter, Portfolio optimisation beyond semimartingales: shadow prices and fractional brownian motion, Annals of applied probability , 27(3), 2017, pp. 1414-1451
Authors:
Czichowsky, Christoph
Schachermayer, Walter
Citation: Czichowsky, Christoph et Schachermayer, Walter, Duality theory for portfolio optimisation under transaction costs, Annals of applied probability , 26(3), 2016, pp. 1888-1941