Publication:3402712

zbMath1199.91244MaRDI QIDQ3402712

Yun-Fen Bai, Zhong-Xing Ye

Publication date: 12 February 2010

zbMATH Keywords

portfolio; strong deviation theorem; submartingale; return rate

Mathematics Subject Classification ID

60F10: Large deviations

91G80: Financial applications of other theories

91G30: Interest rates, asset pricing, etc. (stochastic models)