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Theoretical and empirical analysis of trading activity.
Pohl M, Ristig A, Schachermayer W, Tangpi L. Pohl M, et al. Among authors: schachermayer w. Math Program. 2020;181(2):405-434. doi: 10.1007/s10107-018-1341-x. Epub 2018 Oct 26. Math Program. 2020. PMID: 32624621 Free PMC article.
A short proof of the Doob-Meyer theorem.
Beiglböck M, Schachermayer W, Veliyev B. Beiglböck M, et al. Among authors: schachermayer w. Stoch Process Their Appl. 2012 Apr;122(4):1204-1209. doi: 10.1016/j.spa.2011.12.001. Stoch Process Their Appl. 2012. PMID: 30976134 Free PMC article.