Consistent market extensions under the benchmark approach
Year of publication: |
2009
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Authors: | Filipović, Damir ; Platen, Eckhard |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 19.2009, 1, p. 41-52
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Subject: | Growth optimal portfolio | Portfolio-Management | Portfolio selection | Theorie | Theory |
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