Short-term relative arbitrage in volatility-stabilized markets
| Year of publication: |
2008
|
|---|---|
| Authors: | Banner, Adrian ; Fernholz, Daniel |
| Published in: |
Annals of Finance. - Springer. - Vol. 4.2008, 4, p. 445-454
|
| Publisher: |
Springer |
| Subject: | Portfolios | Portfolio generating functions | Continuous semimartingales |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701378