W. Schachermayer

University of Vienna

SCHOLARLY PAPERS

5

DOWNLOADS

169

SSRN CITATIONS
Rank 5,267

SSRN RANKINGS

Top 5,267

in Total Papers Citations

17

CROSSREF CITATIONS

201

Scholarly Papers (5)

1.

Affine Processes and Application in Finance

NBER Working Paper No. t0281
Number of pages: 61 Posted: 15 Sep 2002
Darrell Duffie, D. Filipovic and W. Schachermayer
Stanford University - Graduate School of Business, affiliation not provided to SSRN and University of Vienna
Downloads 92 (299,320)
Citation 12

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2.

Asymptotic Synthesis of Contingent Claims with Controlled Risk in a Sequence of Discrete-Time Markets

Stanford University Graduate School of Business Research Paper No. 3795, June 2019
Number of pages: 31 Posted: 12 Jun 2019 Last Revised: 03 Oct 2019
David M. Kreps and W. Schachermayer
Stanford Graduate School of Business and University of Vienna
Downloads 43 (440,898)
Citation 1

Abstract:

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3.

Convergence of Optimal Expected Utility for a Sequence of Discrete-Time Market

Stanford University Graduate School of Business Research Paper No. 3802, 2019
Number of pages: 29 Posted: 11 Jul 2019 Last Revised: 06 Feb 2020
David M. Kreps and W. Schachermayer
Stanford Graduate School of Business and University of Vienna
Downloads 30 (498,821)
Citation 1

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4.

Optimal Risk Sharing for Law Invariant Monetary Utility Functions

Mathematical Finance, Vol. 18, Issue 2, pp. 269-292, April 2008
Number of pages: 24 Posted: 12 Mar 2008
E. Jouini, W. Schachermayer and N. Touzi
affiliation not provided to SSRN, University of Vienna and affiliation not provided to SSRN
Downloads 4 (663,831)
Citation 3
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5.

A Model‐Free Version of the Fundamental Theorem of Asset Pricing and the Super‐Replication Theorem

Mathematical Finance, Vol. 26, Issue 2, pp. 233-251, 2016
Number of pages: 19 Posted: 10 Mar 2016
Beatrice Acciaio, M. Beiglböck, F. Penkner and W. Schachermayer
University of Vienna, University of Vienna, University of Vienna and University of Vienna
Downloads 0 (711,284)
Citation 2
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model‐independent pricing, fundamental theorem of asset pricing, super‐replication theorem