On the semimartingale property via bounded logarithmic utility
| Year of publication: |
2008
|
|---|---|
| Authors: | Larsen, Kasper ; Žitković, Gordan |
| Published in: |
Annals of Finance. - Springer. - Vol. 4.2008, 2, p. 255-268
|
| Publisher: |
Springer |
| Subject: | Arbitrage | Enlargement of filtrations | Financial markets | Logarithmic utility | Semimartingales | Stochastic processes | Utility maximization |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005542200