The numéraire portfolio in semimartingale financial models
| Year of publication: |
2007
|
|---|---|
| Authors: | Karatzas, Ioannis ; Kardaras, Constantinos |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 11.2007, 4, p. 447-493
|
| Publisher: |
Springer |
| Subject: | Numéraire portfolio | Semimartingale | Predictable characteristics | Free lunch | Supermartingale deflator | Log-utility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390653