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Mathematical Finance|July 25, 2022
Convergence of optimal expected utility for a sequence of binomial modelsFriedrich Hubalek, Walter SchachermayerMathematical Finance|October 12, 2020
Convergence of optimal expected utility for a sequence of discrete-time marketsDavid M Kreps, Walter SchachermayerStochastic Processes and Their Applications|April 13, 2019
A short proof of the Doob-Meyer theoremMathias Beiglböck, Walter Schachermayer, Bezirgen VeliyevMathematical Finance|July 26, 2019
Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolioChrista Cuchiero, Walter Schachermayer, Ting-Kam Leonard WongMathematical Programming|July 7, 2020
Theoretical and empirical analysis of trading activityMathias Pohl, Alexander Ristig, Walter Schachermayer, et al.Pageof 1