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Open markets - MaRDI portal

Open markets (Q6054375)

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scientific article; zbMATH DE number 7743031
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English
Open markets
scientific article; zbMATH DE number 7743031

    Statements

    title
    Open markets (English)
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    author
    Ioannis Karatzas
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    Donghan Kim
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    publication date
    28 September 2023
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    zbMATH Keywords
    functionally generated portfolio
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    universal portfolio
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    local martingale deflator
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    market viability
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    numéraire portfolio
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    open market
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    optional decomposition
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    Identifiers

    arXiv ID
    1912.13110
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    zbMATH DE Number
    7743031
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    OpenAlex ID
    W4214485177
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    DOI
    10.1111/MAFI.12294
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