scientific article; zbMATH DE number 2046393
From MaRDI portal
Publication:4451259
Recommendations
- On the martingale property of stochastic exponentials
- A super-martingale property of the optimal portfolio process
- The supermartingale property of the optimal wealth process for general semimartingales
- On the martingale property of certain local martingales
- scientific article; zbMATH DE number 2050997
Cited in
(1)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4451259)