The supermartingale property of the optimal wealth process for general semimartingales
Year of publication: |
2007
|
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Authors: | Biagini, Sara ; Frittelli, Marco |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 2, p. 253-266
|
Subject: | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | Nutzenfunktion | Utility function | Theorie | Theory |
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