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Results: 1-7 |
Results: 7
Strong supermartingales and limits of nonnegative martingales
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
Strong supermartingales and limits of nonnegative martingales Christoph Czichowsky, Walter Schachermayer
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
Consistent price systems and face-lifting pricing under transaction costs
Authors: Guasoni, Paolo Rásonyi, Miklós Schachermayer, Walter
Citation: Guasoni, Paolo et al., Consistent price systems and face-lifting pricing under transaction costs, Annals of applied probability , 18(2), 2008, pp. 491-520
Optimal investment in incomplete markets when wealth may become negative
Authors: Schachermayer, Walter
Citation: Schachermayer, Walter, Optimal investment in incomplete markets when wealth may become negative, Annals of applied probability , 11(3), 2001, pp. 694-734
The Existence of Absolutely Continuous Local Martingale Measures
Authors: Delbaen, Freddy Schachermayer, Walter
Citation: Delbaen, Freddy et Schachermayer, Walter, The Existence of Absolutely Continuous Local Martingale Measures, Annals of applied probability , 5(4), 1995, pp. 926-945
Portfolio optimisation beyond semimartingales: shadow prices and fractional brownian motion
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
Duality theory for portfolio optimisation under transaction costs
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
Risultati: 1-7 |