Pages that link to "Item:Q2153525"
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The following pages link to Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525):
Displaying 3 items.
- Explicit description of all deflators for market models under random horizon with applications to NFLVR (Q2157327) (← links)
- Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality (Q5097173) (← links)
- Representation for martingales living after a random time with applications (Q6134135) (← links)
