Projects per year
Collaborations and top research areas from the last five years
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Transport approach to mimicking processes
Beiglböck, M., Schachermayer, W. & Kollros-Spinka, A.
1/12/21 → 30/11/25
Project: Research funding
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Optimal transport and mathematical finance: the geometry of model-uncertainty
Huesmann, M. & Schachermayer, W.
1/11/18 → 31/10/26
Project: Research funding
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Faking Brownian motion with continuous Markov martingales
Beiglböck, M., Lowther, G., Pammer, G. & Schachermayer, W., Dec 2023, (E-pub ahead of print) In: Finance and Stochastics. 28, 1, p. 259 -284 26 p.Publications: Contribution to journal › Article › Peer Reviewed
Open Access -
The Bass functinonal of martingale transport
Backhoff-Veraguas, J. D., Schachermayer, W. & Tschiderer, B., 2023, (Submitted).Publications: Working paper › Preprint
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The structure of martingale Benamou−Brenier in Rd
Beiglböck, M., Backhoff-Veraguas, J. D., Schachermayer, W. & Tschiderer, B., 2023, (Submitted) In: Annals of Probability. 38 p.Publications: Contribution to journal › Article › Peer Reviewed
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From Bachelier to Dupire via Optimal Transport
Walter Schachermayer (Keynote speaker)
11 Dec 2023Activity: Talks and presentations › Talk or oral contribution › Science to Science
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A hereditary Hsu-Robbins-Erdös law of large numbers
Walter Schachermayer (Invited speaker)
6 Nov 2023Activity: Talks and presentations › Talk or oral contribution › Science to Science
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A hereditary Hsu-Robbins-Erdös law of large numbers
Walter Schachermayer (Invited speaker)
27 Oct 2023Activity: Talks and presentations › Talk or oral contribution › Science to Science
Press/Media
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Bundespräsidentenwahl: Gut is' gangen ...
25/01/17
1 item of Media coverage
Press/Media: Expert Comment
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Eine Mathematik-Lektion für den VfGH
Walter Schachermayer & Erich Neuwirth
6/09/16
1 item of Media coverage
Press/Media: Expert Comment