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1 |
Advanced Financial Modelling
Berlin/Boston : De Gruyter, 2009
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2 |
The mathematics of arbitrage
Delbaen, Freddy. - Berlin : Springer, 2008, Corr. 2. print.
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3 |
The mathematics of arbitrage
Delbaen, Freddy. - Berlin : Springer, 2006
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4 |
Lectures on probability theory and statistics
Berlin : Springer, 2003
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5 |
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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6 |
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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7 |
Almost compactness and decomposability of integral operators
Schachermayer, Walter. - Kaiserslautern : Univ., Fachbereich Mathematik, 1980
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8 |
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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9 |
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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10 |
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Enthalten in Finance and stochastics Bd. 22, 17.11.2017, Nr. 1, date:1.2018: 161-180
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