Continuous time portfolio theory and the Schwartz/Sobolev theory of distributions (Q1102161)
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scientific article; zbMATH DE number 4049341
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Continuous time portfolio theory and the Schwartz/Sobolev theory of distributions |
scientific article; zbMATH DE number 4049341 |
Statements
Continuous time portfolio theory and the Schwartz/Sobolev theory of distributions (English)
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1988
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capital assets
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moments of assets traded in continuous time
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diffusion process
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Distribution with Support the Origin
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0.7314570546150208
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0.729337751865387
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0.713132381439209
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0.69743412733078
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0.6942050457000732
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