researcher

W. Schachermayer

49 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

sole author2
first author5
middle author15
last author25

Across the 47 of 49 papers where every author was matched, so the position is known.

fields

math.PR20
q-fin.MF7
math.OC6
q-fin.PM5
q-fin.PR3
q-fin.TR3

identity via Semantic Scholar / OpenAlex

activity

20042026

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

142 citations · 230 across the 39 of their papers we have counts for

collaborators

Showing 2022 · math.PRShow all

2 papers · 2 filters

math.PR2022★ 1 cited

A regularized Kellerer theorem in arbitrary dimension

Gudmund Pammer, Benjamin A. Robinson, Walter Schachermayer

We present a multidimensional extension of Kellerer's theorem on the existence of mimicking Markov martingales for peacocks, a term derived from the French for stochastic processes…

math.PR2022

A Weak Law of Large Numbers for Dependent Random Variables

Ioannis Karatzas, Walter Schachermayer

Every sequence $f_{1}, f_{2}, \dots$ of random variables with $lim_{M \to \infty} (M sup_{k \in N} P (∣ f_{k} ∣ > M)) = 0$ contains a subsequence $…

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Data

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