Lectures on probability theory and statistics Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 von Albeverio, Sergio 1939-, Schachermayer, Walter 1950-, Talagrand, Michel 1952-

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A compactness principle for bounded sequences of Martingales with applications von Delbaen, Freddy 1946-, Schachermayer, Walter 1950-

Asymptotic theory of transaction costs von Schachermayer, Walter 1950-

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Asymptotic theory of transaction costs von Schachermayer, Walter 1950-

Portfolio optimization in incomplete financial markets von Schachermayer, Walter 1950-

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Utility maximization in incomplete markets with random endowment von Cvitanić, Jakša 1962-, Schachermayer, Walter 1950-, Wang, Hui

Is there a predictable criterion for mutual singularity of two probability measures on a filtered space? von Schachinger, Werner, Schachermayer, Walter 1950-

Some remarks on a paper of David Kreps von Schachermayer, Walter 1950-

The mathematics of arbitrage von Delbaen, Freddy 1946-, Schachermayer, Walter 1950-

The mathematics of arbitrage von Delbaen, Freddy 1946-, Schachermayer, Walter 1950-

Inhaltsverzeichnis

Optimal investment in incomplete markets when wealth may become negative von Schachermayer, Walter 1950-

The fundamental theorem of asset pricing for unbounded stochastic processes von Delbaen, Freddy 1946-, Schachermayer, Walter 1950-

The asymptotic elasticity of utility functions and optimal investment in incomplete markets von Kramkov, Dimitri, Schachermayer, Walter 1950-

A bidual theorem for subsets of L0(Omega, F, P) von Brannath, Werner, Schachermayer, Walter 1950-

The limitations of no-arbitrage arguments for real options von Hubalek, Friedrich, Hubalek, Friedrich, Schachermayer, Walter 1950-

Coefficients of ergodicity for order preserving Markov chains von Pflug, Georg 1951-, Schachermayer, Walter 1950-

Almost Compactness and decomposability of integral operators von Schachermayer, Walter 1950-, Weis, Lutz

On some classical measure-theoretic theorems for non-sigma-complete Boolean algebras von Schachermayer, Walter 1950-

Almost compactness and decomposability of integral operators von Schachermayer, Walter 1950-, Weis, Lutz