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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 2004Show all

1 paper · 1 filter

math-ph2004

A hyper-geometric approach to the BMV-conjecture

Michaeln Drmota, Walter Schachermayer, Josef Teichmann

We provide a representation of the (signed) BMV-measure by stochastic means and prove positivity of the respective measures in dimension d=3 in several non-trivial cases by combi…

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