-
Methods in
Option Pricing. Berlin: Springer-Verlag Delbaen, Freddy;
Schachermayer, Walter. "What is... a Free Lunch?" (PDF).
Notices of the AMS. 51 (5):...
-
mathematical theory of
arbitrage including proving,
together with
Walter Schachermayer, a
general version of the
fundamental theorem of ****et pricing. He also...
- Freddy;
Schachermayer,
Walter (2006). The
mathematics of arbitrage. Vol. 13. Birkhäuser. ISBN 978-3-540-21992-7. Delbaen, Freddy;
Schachermayer, Walter...
- such that X = ϕ ⋅ M . {\displaystyle X=\phi \cdot M.} F. Delbaen; W.
Schachermayer (1998). "The
Fundamental Theorem of ****et
Pricing for
Unbounded Stochastic...
- ISBN 978-3-030-72162-6, S2CID 238959458,
retrieved 2023-12-20 Karatzas, Ioannis;
Schachermayer, Walter; Tschiderer,
Bertram (21
November 2018). "Applying Itô calculus...
- 1992 Emil
Bauer bought the Miss
Austria Corporation. In 2012
Silvia Schachermayer (formerly
Silvia Hackl, Miss
Austria 2004)
handled the Miss Austria...
- law-invariant risk
measures (with
Moncef Meddeb,
Nizar Touzi and
Walter Schachermayer).
Winner of the
Nathalie Dem****ieux
Prize from the
Chancellery of the...
-
Archived 2016-03-30 at the
Wayback Machine Freddy Delbaen and
Walter Schachermayer. (2004). "What is... a Free Lunch?"
Archived 2016-03-04 at the Wayback...
-
contingent claims with
unbounded payoffs". arXiv:math/0609403. Delbaen,
Schachermayer (2008). The
Mathematics of
Arbitrage (corrected 2nd ed.).
Berlin Heidelberg:...
- of Saint-Flour
Lecture in 2000,
first published in S. Albeverio, W.
Schachermayer, M. Talagrand:
Lectures in
Probability and Statistics.
Lectures from...
