Walter Schachermayer
Author
Alternate names W. Schachermayer, Walter Schachermayer
Institution University of Vienna
Past institutions University of Vienna, Stanford University, London School of Economics and Political Science, ETH Zurich, Roche (Switzerland) +5 more
ORCID: Yes
H-index: 52
I10-index: 126
Works count: 334
Citations count: 14,100
A General Version of the Fundamental Theorem of Asset Pricing (1994)
2008 · Freddy Delbaen, Walter Schachermayer · Springer eBooks
A general version of the fundamental theorem of asset pricing
1994 · Freddy Delbaen, Walter Schachermayer · Mathematische Annalen
The asymptotic elasticity of utility functions and optimal investment in incomplete markets
1999 · Dmitry Kramkov, Walter Schachermayer · The Annals of Applied Probability