MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO-SHORT-SALES STRATEGIES VIA SIMPLE TRADING (Q2847245)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO-SHORT-SALES STRATEGIES VIA SIMPLE TRADING |
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MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO-SHORT-SALES STRATEGIES VIA SIMPLE TRADING (English)
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4 September 2013
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semimartingales
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buy-and-hold strategies
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stochastic integrals
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arbitrage
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utility maximization
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