Value preserving portfolio strategies and the minimal martingale measure
type: Item
instance of: scholarly article
title: Value preserving portfolio strategies and the minimal martingale measure
zbMATH Open document ID: 0928.91021
DOI: 10.1007/BF01194396
author: Ralf Korn
published in: Mathematical Methods of Operations Research
publication date: 1999-10-05T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1326499
zbMATH Keywords: portfolio optimization
zbMATH Keywords: minimal martingale measure
zbMATH Keywords: continuous-time securities market
MaRDI profile type: Publication
cites work: Q3815091
cites work: Q3974816
cites work: Value preserving portfolio strategies in continuous-time models
cites work: On the minimal martingale measure and the möllmer-schweizer decomposition
description: scientific article; zbMATH DE number 1326499