"The numéraire portfolio in semimartingale financial models."

Ioannis Karatzas, Constantinos Kardaras (2007)

Details and statistics

DOI: 10.1007/S00780-007-0047-3

access: closed

type: Journal Article

metadata version: 2020-07-22

a service of  Schloss Dagstuhl - Leibniz Center for Informatics