Walter Schachermayer is affiliated with the University of Vienna in Austria. Their research spans several interconnected fields, predominantly within mathematics and economics. The main areas of focus include stochastic processes and financial applications, geometric analysis and curvature flows, probability and risk models, as well as nonlinear partial differential equations. This broad expertise is reflected in the range of topics covered, such as Markov chains and Monte Carlo methods, economic theories and models, and financial risk and volatility modeling.
The scientist has a significant publication record with 28 works in mathematics and 24 in economics, econometrics, and finance. Notable subfields they contribute to include finance, applied mathematics, management science and operations research, mathematical physics, and statistics and probability.
Frequent publishing venues for their work include arXiv (Cornell University), Theory of Probability and Its Applications, Теория вероятностей и ее применения (Theory of Probability and Its Applications in Russian), The Annals of Applied Probability, and Mathematical Finance.
The scholar regularly collaborates with several researchers. Frequent coauthors are:
Recent publications include:
Walter Schachermayer has been recognized by multiple academic institutions. Awards include the Wittgenstein Award in 1998, membership in the German National Academy of Sciences Leopoldina in 2007 for mathematics, and induction into the Academia Europaea in 2016.
Freddy Delbaen;Walter Schachermayer
D. Duffie;D. Filipovic;Walter Schachermayer
Dimitrij O. Kramkov;Walter Schachermayer
Freddy Delbaen;Walter Schachermayer
Freddy Delbaen;Walter Schachermayer
Elyès Jouini;Walter Schachermayer;Nizar Touzi
Walter Schachermayer
Walter Schachermayer
Jakša Cvitanić;Walter Schachermayer;Hui Wang
Elyès Jouini;Walter Schachermayer;Nizar Touzi
Freddy Delbaen;Walter Schachermayer
Sergio Albeverio;Walter Schachermayer;Michel Talagrand;Pierre Bernard
Dimitrij O. Kramkov;Walter Schachermayer
W. Schachermayer
W. Schachermayer
Freddy Delbaen;Walter Schachermayer
Beatrice Acciaio;Mathias Beiglböck;Friedrich Penkner;Walter Schachermayer
Fredd Y. Delbaen;Walter Schachermayer
F. Delbaen;W. Schachermayer
Johanna Gaier;Peter Grandits;Walter Schachermayer
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