The numéraire portfolio in semimartingale financial models
| Year of publication: |
2007
|
|---|---|
| Authors: | Karatzas, Ioannis ; Kardaras, Constantinos |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 11.2007, 4, p. 447-494
|