No Arbitrage and the Growth Optimal Portfolio (Q3423706)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No Arbitrage and the Growth Optimal Portfolio |
scientific article |
Statements
No Arbitrage and the Growth Optimal Portfolio (English)
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15 February 2007
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arbitrage
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growth optimal portfolio
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market price of risk
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sigma martingale density
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