Walter Schachermayer

A general version of the fundamental theorem of asset pricing

Freddy Delbaen, Walter Schachermayer · Mathematische Annalen · 1994 · 1.5K citations

Business, Economics, Finance +13

Affine processes and applications in finance

Darrell Duffie, Damir Filipović, Walter Schachermayer · The Annals of Applied Probability · 2003 · 1.1K citations · Full text

Engineering, Economics, Finance +17

The asymptotic elasticity of utility functions and optimal investment in incomplete markets

Dmitry Kramkov, Walter Schachermayer · The Annals of Applied Probability · 1999 · 986 citations · Full text

Business, Economics, Finance +15

The fundamental theorem of asset pricing for unbounded stochastic processes

Freddy Delbaen, Walter Schachermayer · Mathematische Annalen · 1998 · 739 citations

Engineering, Economics, Finance +16

The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time

Walter Schachermayer · Mathematical Finance · 2003 · 286 citations

Business, Economics, Finance +13