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researcher

W. Schachermayer

30 papers hereh-index 4911.7k citations229 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4
  • middle author10
  • last author15

Across the 29 of 30 papers where every author was matched, so the position is known.

fields
  • math.PR12
  • q-fin.MF5
  • math.OC3
  • q-fin.TR3
  • math.CA2
  • q-fin.PR2

identity via Semantic Scholar / OpenAlex

activity
20042026
most citedConsistent price systems and face-lifting pricing under transaction costs

142 citations · 168 across the 20 of their papers we have counts for

collaborators
Showing 2007 · math.OCShow all

1 paper · 2 filters

math.OC2007

Characterization of optimal Transport Plans for the Monge-Kantorovich-Problem

Walter Schachermayer, Josef Teichmann

We prove that c-cyclically monotone transport plans π optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability cond…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.