On the closure in the emery topology of semimartingale wealth-process sets
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Publication:363846
DOI10.1214/12-AAP872zbMath1408.91196arXiv1108.0945OpenAlexW3099668499MaRDI QIDQ363846
Publication date: 5 September 2013
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.0945
Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Portfolio theory (91G10)
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