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Supermartingale deflators in the absence of a numéraire
Harms, Philipp
;
Liu, Chong
;
Neufeld, Ariel
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 885-915
Persistent link: https://www.econbiz.de/10012616862
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The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis
;
Kardaras, Constantinos
- In:
Finance and Stochastics
11
(
2007
)
4
,
pp. 447-493
Persistent link: https://www.econbiz.de/10005390653
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