Pages that link to "Item:Q4798680"
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The following pages link to Diversified Portfolios in Continuous Time * (Q4798680):
Displaying 6 items.
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- A note on completeness in large financial markets (Q4827315) (← links)
- DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (Q5464333) (← links)
- In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)
