The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process |
scientific article |
Statements
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (English)
0 references
8 January 2004
0 references
