Value preserving portfolio strategies and the minimal martingale measure
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Publication:1298740
DOI10.1007/BF01194396zbMath0928.91021MaRDI QIDQ1298740
Publication date: 5 October 1999
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process ⋮ Value management ⋮ Portfolio selection subject to growth objectives ⋮ AN AXIOMATIC APPROACH TO SUSTAINABILITY
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