Items where Author is "Schachermayer, Walter"
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Number of items: 4.
ISI Article
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2011 | Prokaj, Vilmos and Rásonyi, Miklós and Schachermayer, Walter Hiding a constant drift | ISI Article | |
| 2009 | Rásonyi, Miklós and Schachermayer, Walter and Warnung, Richard Hiding a drift | ISI Article | |
| 2008 | Guasoni, Paolo and Rásonyi, Miklós and Schachermayer, Walter Consistent price systems and face-lifting pricing under transaction costs | ISI Article |
Article
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2010 | Guasoni, Paolo and Rásonyi, Miklós and Schachermayer, Walter The fundamental theorem of asset pricing for continuous processes under small transaction costs | Article |
