Continuous time portfolio theory and the Schwartz/Sobolev theory of distributions
type: Item
instance of: scholarly article
title: Continuous time portfolio theory and the Schwartz/Sobolev theory of distributions
zbMATH Open document ID: 0643.90008
DOI: 10.1016/0167-6377(88)90083-1
author: Thomas Russel
published in: Operations Research Letters
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 4049341
zbMATH Keywords: capital assets
zbMATH Keywords: moments of assets traded in continuous time
zbMATH Keywords: diffusion process
zbMATH Keywords: Distribution with Support the Origin
MaRDI profile type: Publication
full work available at URL: 0167-6377(88)90083-1
OpenAlex ID: W2073830024
cites work: The pricing of options and corporate liabilities
cites work: Q4165939
description: scientific article; zbMATH DE number 4049341