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  • Search: person:"di Masi, Giovanni"
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Year of publication
Subject
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Banach space-valued integrators 1 Bond market 1 Incomplete information 1 Portfolio selection 1 Portfolio-Management 1 Stochastic process 1 Stochastischer Prozess 1 Unvollkommene Information 1 arbitrage 1 jump-diffusion model 1 market completeness 1 martingale measure 1 measure-valued portfolio 1 stochastic integral 1 term structure of interest rates 1
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Online availability
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Free 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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German 1 English 1
Author
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Björk, Tomas 1 Callegaro, Giorgia 1 Di Masi, Giovanni B. 1 Kabanov, Yuri 1 Runggaldier, Wolfgang 1 Runggaldier, Wolfgang J. 1 di Masi, Giovanni 1
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Institution
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1
Published in...
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Asia-Pacific financial markets 1 SSE/EFI Working Paper Series in Economics and Finance 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Portfolio optimization in discontinuous markets under incomplete information
Callegaro, Giorgia; Di Masi, Giovanni B.; Runggaldier, … - In: Asia-Pacific financial markets 13 (2006) 4, pp. 373-394
Persistent link: https://www.econbiz.de/10003609521
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Cover Image
Towards a General Theory of Bond Markets.
Björk, Tomas; di Masi, Giovanni; Kabanov, Yuri; … - Economics Institute for Research (SIR), … - 1996
The main purpose of the paper is to provide a mathematical background for the theory of bond markets similar to that available for stock markets. We suggest two constructions of stochastic integrals with respect to processes taking values in a space of continuous functions. Such integrals are...
Persistent link: https://www.econbiz.de/10005207189
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