A second-order stock market model (Q470674)

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A second-order stock market model
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    Statements

    title
    A second-order stock market model (English)
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    author
    Tomoyuki Ichiba
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    Ioannis Karatzas
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    E. Robert Fernholz
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    publication date
    12 November 2014
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    zbMATH Keywords
    stochastic portfolio theory
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    Atlas model
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    first-order model
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    second-order model
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    Identifiers

    zbMATH DE Number
    6368976
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    OpenAlex ID
    W1980112945
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    arXiv ID
    1302.3870
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