How non-arbitrage, viability and numéraire portfolio are related
Tahir Choulli, Jun Deng, Junfeng Ma
| Year of publication: |
October 2015
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|---|---|
| Authors: | Choulli, Tahir ; Deng, Jun ; Ma, Junfeng |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 19.2015, 4, p. 719-741
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| Subject: | Utility maximization | Numéraire portfolio | Logarithmic utility | Market viability | Martingale densities | Non-arbitrage | Semimartingales | Portfolio-Management | Portfolio selection | Theorie | Theory | Martingal | Martingale | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-015-0269-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011420437