Some strong deviation theorems of return rate in investment modeling

zbMATH Open1265.60037MaRDI QIDQ4901433FDOQ4901433

Wenhan Li, Hongyan Sun, Zhiqiang Liu

Publication date: 24 January 2013

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zbMATH Keywords

submartingaleconditional moment generating functionreturn ratestrong deviation theorems

Mathematics Subject Classification ID

Large deviations (60F10) Portfolio theory (91G10)

Cited In (2)

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