On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Igor V. Evstigneev; Klaus Schürger; Michael I. Taksar
| Year of publication: |
2004
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|---|---|
| Authors: | Evstigneev, Igor V. ; Schürger, Klaus ; Taksar, Michael I. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 14.2004, 2, p. 201-221
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| Subject: | CAPM | Portfolio-Management | Portfolio selection | Kontrolltheorie | Control theory | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002032691