The supermartingale property of the optimal wealth process for general semimartingales
Sara Biagini; Marco Frittelli
| Year of publication: |
2007
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|---|---|
| Authors: | Biagini, Sara ; Frittelli, Marco |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 2, p. 253-266
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| Subject: | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | Nutzenfunktion | Utility function | 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/10003439762