scientific article

zbMath1185.91158MaRDI QIDQ3420671

Nils Chr. Framstad

Publication date: 2 February 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Portfolio theory (91G10)

Related Items

On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes