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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Annals of finance"
~person:"Fernholz, Robert"
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Fernholz, Robert
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Econometric Institute research papers
Annals of finance
Applications of mathematics : stochastic modelling and applied probability
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A second-order stock market model
Fernholz, Robert
;
Ichiba, Tomoyuki
;
Karatzas, Ioannis
- In:
Annals of finance
9
(
2013
)
3
,
pp. 439-454
Persistent link: https://www.econbiz.de/10009776425
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2
Relative arbitrage in volatility-stabilized markets
Fernholz, Robert
;
Karatzas, Ioannis
- In:
Annals of finance
1
(
2005
)
2
,
pp. 149-177
Persistent link: https://www.econbiz.de/10002713164
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