Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Year of publication: |
2013
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Authors: | Kardaras, Constantinos ; 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. 23.2013, 3, p. 579-590
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Subject: | Portfolio-Management | Portfolio selection | Spekulation | Speculation | Martingal | Martingale | Theorie | Theory | Eigeninteresse | Self-interest |
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