✦ LIBER ✦

No Arbitrage in Discrete Time Under Portfolio Constraints

✍ Scribed by Laurence Carassus; Huye^n Pham; Nizar Touzi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Constructive No-Arbitrage Criterion unde

✍ Rokhlin, D. B. 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 205 KB

Continuous-time portfolio optimization u

✍ Ralf Korn; Siegfried Trautmann 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 762 KB

Management compensation and market timin

✍ Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 407 KB

Dynamic L p -Hedging in Discrete Time un

✍ Pham, Huyên 📂 Article 📅 2000 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 387 KB

Stabilisation of discrete-time interconn

✍ Gyurkovics, E.; Takacs, T. 📂 Article 📅 2000 🏛 The Institution of Electrical Engineers 🌐 English ⚖ 652 KB

Portfolio optimization in discrete time

✍ Ha-Young Kim; Frederi G. Viens 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 357 KB