The numéraire portfolio in semimartingale financial models
Ioannis Karatzas; Constantinos Kardaras
| Year of publication: |
2007
|
|---|---|
| Authors: | Karatzas, Ioannis ; Kardaras, Constantinos |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 4, p. 447-493
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| Subject: | Portfolio-Management | Portfolio selection | Bewertung | Evaluation | Martingal | Martingale | Theorie | Theory |
| 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/10003645513