Market models under transaction costs (duality theory, pricing, and hedging for market models under transaction costs: semimartingales and beyond)

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: Duality
 
Project Title (de) Projekttitel (de)
Market models under transaction costs (duality theory, pricing, and hedging for market models under transaction costs: semimartingales and beyond)
 
Project Title (en) Projekttitel (en)
Market models under transaction costs (duality theory, pricing, and hedging for market models under transaction costs: semimartingales and beyond)
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
FWF Fonds zur Förderung der wissenschaftlichen Forschung (FWF)
Grant number Förderkennnummer
P19456
 

Publications

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Author:  Schachermayer, Walter

Results 1-14 of 14 (Search time: 0.004 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Keller-Ressel, Martin ; Schachermayer, Walter ; Teichmann, Josef Affine processes are regularArtikel Article2011
2Schachermayer, Walter Optimal Risk Sharing for Law Invariant Monetary Utility FunctionsPräsentation Presentation2007
3Schachermayer, Walter Finance and Stochastics - A Mutually Fruitful RelationshipPräsentation Presentation2007
4Schachermayer, Walter How agents with different attitudes towards risk optimize their portfolio: old and new resultsPräsentation Presentation2007
5Schachermayer, Walter In which Financial Markets does the Mutual Fund Theorem hold true?Präsentation Presentation2007
6Schachermayer, Walter Consistent Price Systems and Face-Lifting Pricing under Transaction CostsPräsentation Presentation2007
7Schachermayer, Walter Optimal Risk Sharing for Law Invariant Monetary Utility FunctionsPräsentation Presentation2007
8Föllmer, Hans ; Schachermayer, Walter Asymptotic arbitrage and large deviationsPräsentation Presentation2007
9Schachermayer, Walter Optimal Risk Sharing for Law Invariant Monetary Utility FunctionsPräsentation Presentation2007
10Schachermayer, Walter Optimal and better transport plansPräsentation Presentation2007
11Schachermayer, Walter In which Financial Markets do Mutual Fund Theorems hold true?Präsentation Presentation2007
12Grandits, Peter ; Hubalek, Friedrich ; Schachermayer, Walter ; Žigo, Mislav Optimal expected exponential utility of dividend payments in a Brownian risk modelArtikel Article2007
13Schachermayer, Walter Finance and Stochastics - A Mutually Fruitful RelationshipPräsentation Presentation2007
14Schachermayer, Walter Arbitrage theory and transaction costs - Semi-Martingales and beyondPräsentation Presentation2007