✦ LIBER ✦

The numéraire portfolio in semimartingale financial models

✍ Scribed by Ioannis Karatzas; Constantinos Kardaras

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic arbitrage and numéraire portf

✍ Dmitry B. Rokhlin 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 486 KB

Notes and Comments: The numeraire portfo

✍ Korn, Ralf ;Oertel, Frank ;Schäl, Manfred 📂 Article 📅 2003 🏛 Springer ⚖ 162 KB

Financial equilibria in the semimartinga

✍ Gordan Žitković 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 238 KB

Dynamic Control of the Investment Portfo

✍ V. A. Gal’perin; V. V. Dombrovsky; E. N. Fedosov 📂 Article 📅 2005 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 169 KB

Convergence of the equilibrium prices in

✍ Elyès Jouini 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 211 KB

Financial factor models for correlated i

✍ Babak Jafarizadeh 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 305 KB