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Advanced Financial Modelling Berlin/Boston : De Gruyter, 2009
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The mathematics of arbitrage Delbaen, Freddy. - Berlin : Springer, 2008, Corr. 2. print.
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The mathematics of arbitrage Delbaen, Freddy. - Berlin : Springer, 2006
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Lectures on probability theory and statistics Berlin : Springer, 2003
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Utility maximization in incomplete markets with random endowment Enthalten in Finance and stochastics Bd. 5, Nr. 2, date:04.2001: 259-272
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Weighted norm inequalities and hedging in incomplete markets Enthalten in Finance and stochastics Bd. 1, Nr. 3, date:07.1997: 181-227
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Almost compactness and decomposability of integral operators Schachermayer, Walter. - Kaiserslautern : Univ., Fachbereich Mathematik, 1980
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Affine processes are regular Enthalten in Probability theory and related fields Bd. 151, 30.6.2010, Nr. 3-4, date:12.2011: 591-611
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Faking Brownian motion with continuous Markov martingales Enthalten in Finance and stochastics Bd. 28, 13.12.2023, Nr. 1, date:1.2024: 259-284
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From Bachelier to Dupire via optimal transport Enthalten in Finance and stochastics Bd. 26, 23.12.2021, Nr. 1, date:1.2022: 59-84
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