A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM von Acciaio, B., Beiglböck, M., Penkner, F., Schachermayer, W.

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OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS von Jouini, E., Schachermayer, W., Touzi, N.

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Affine Processes and Applications in Finance von Duffie, D., Filipović, D., Schachermayer, W.

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The Asymptotic Elasticity of Utility Functions and Optimal Investment in Incomplete Markets von Kramkov, D., Schachermayer, W.

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Necessary and Sufficient Conditions in the Problem of Optimal Investment in Incomplete Markets von Kramkov, D., Schachermayer, W.

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A TRAJECTORIAL INTERPRETATION OF DOOB'S MARTINGALE INEQUALITIES von Acciaio, B., Beiglböck, M., Penkner, F., Schachermayer, W., Temme, J.

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The fundamental theorem of asset pricing for unbounded stochastic processes von Delbaen, F., Schachermayer, W.

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The dual optimizer for the growth-optimal portfolio under transaction costs von Gerhold, S., Muhle-Karbe, J., Schachermayer, W.

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A Weak Law of Large Numbers for Dependent Random Variables von Karatzas, I., Schachermayer, W.

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Asymptotic Ruin Probabilities and Optimal Investment von Gaier, J., Grandits, P., Schachermayer, W.

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The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time von Schachermayer, Walter

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A TRAJECTORIAL APPROACH TO THE GRADIENT FLOW PROPERTIES OF LANGEVIN-SMOLUCHOWSKI DIFFUSIONS von Karatzas, Schachermayer, W., Tschiderer, B.

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Asymptotic arbitrage and large deviations von Föllmer, H., Schachermayer, W.

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Optimal Investment in Incomplete Markets When Wealth May Become Negative von Schachermayer, Walter

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Lectures on Probability Theory and Statistics: Ecole d'eté de Probabilités de Saint-Flour XXX - 2000 von Albeverio, Sergio, Bernard, Pierre, Schachermayer, Walter

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No Arbitrage: On the Work of David Kreps von Schachermayer, W

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MARTINGALE MEASURES FOR DISCRETE-TIME PROCESSES WITH INFINITE HORIZON von Schachermayer, W.

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Asymptotic Theory of Transaction Costs von Schachermayer, Walter

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Arbitrage possibilities in Bessel processes and their relations to local martingales von DELBAEN, F, SCHACHERMAYER, W

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A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time von Schachermayer, W.

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