On Fefferman and Burkholder–Davis–Gundy inequalities for ℰ-martingales

A general version of the fundamental theorem of asset pricing

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

Business, Economics, Finance +13

Approximating Random Variables by Stochastic Integrals

Martin Schweizer · The Annals of Probability · 1994 · 184 citations · Full text

Engineering, Mathematics, Probability Theory +10

Weighted norm inequalities and hedging in incomplete markets

Freddy Delbaen, Pascale Monat, Walter Schachermayer et al. · Finance and Stochastics · 1997 · 122 citations · Full text

Business, Economics, Finance +10

A note on the no arbitrage condition for international financial markets

Freddy Delbaen, Hiroshi Shirakawa · Asia-Pacific Financial Markets · 1996 · 11 citations

Business, Economics, Finance +12