W. Schachermayer

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 2023 · math.PRShow all

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math.PR2023

Existence of Bass martingales and the martingale Benamou $-$ Brenier problem in $R^{d}$

Julio Backhoff-Veraguas, Mathias Beiglböck, Walter Schachermayer +1

In classical optimal transport, the contributions of Benamou $-$ Brenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the bas…

Existence of Bass martingales and the martingale Benamou−Brenier problem in Rd

Existence of Bass martingales and the martingale Benamou $-$ Brenier problem in $R^{d}$