On Financial Markets where only Buy-And-Hold Trading is Possible
Year of publication: |
2008-02-01
|
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Authors: | Kardaras, Constantinos ; Platen, Eckhard |
Institutions: | Finance Discipline Group, Business School |
Subject: | numeraire portfolio | semimartingales | buy-and-hold strategies | unbounded profit with bounded risk | supermartingale deflators | utility maximization |
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