Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525): Difference between revisions
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Revision as of 19:11, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-optimal and numéraire portfolios for market models stopped at a random time |
scientific article |
Statements
Log-optimal and numéraire portfolios for market models stopped at a random time (English)
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5 July 2022
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random horizon
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log-optimal portfolio
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numéraire portfolio
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deflators
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informational risks
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utility
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progressive enlargement of filtration
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asymmetric information
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semimartingales and predictable characteristics
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