Pages that link to "Item:Q5097173"
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The following pages link to Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality (Q5097173):
Displaying 4 items.
- A complete explicit solution to the log-optimal portfolio problem. (Q1413691) (← links)
- Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
- The value of informational arbitrage (Q2308171) (← links)
- Representation for martingales living after a random time with applications (Q6134135) (← links)