The Dalang-Morton-Willinger theorem under cone constraints
C. Napp
| Year of publication: |
2003
|
|---|---|
| Authors: | Napp, Clotilde |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 39.2003, 1/2, p. 111-126
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | 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/10001755265