Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
| Year of publication: |
2003
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|---|---|
| Authors: | Korn, Ralf ; Oertel, Frank ; Schäl, Manfred |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 26.2003, 2, p. 153-166
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| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005622601