In which financial markets do mutual fund theorems hold true?
| Year of publication: |
2009
|
|---|---|
| Authors: | Schachermayer, Walter ; Sîrbu, Mihai ; Taflin, Erik |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 13.2009, 1, p. 49-77
|
| Publisher: |
Springer |
| Subject: | Mutual fund | Numéraire portfolio | European option | Replication | Completeness |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390693