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  • Search: subject:"pathwise optimality"
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Incomplete market 1 Kelly criterion 1 Morton-Pliska 1 Theorie 1 Theory 1 Transaction costs 1 Transaktionskosten 1 Unvollkommener Markt 1 asymptotic expansion 1 leading-order optimality 1 pathwise optimality 1 transaction costs 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Melnyk, Yaroslav 1 Seifried, Frank Thomas 1
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Mathematical finance : an international journal of mathematics, statistics and financial economics 1
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ECONIS (ZBW) 1
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Small-cost asymptotics for long-term growth rates in incomplete markets
Melnyk, Yaroslav; Seifried, Frank Thomas - In: Mathematical finance : an international journal of … 28 (2018) 2, pp. 668-711
Persistent link: https://www.econbiz.de/10011969084
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