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continuous local martingales
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Hulley, Hardy
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M6 - On Minimal Market Models and Minimal Martingale Measures
Hulley, Hardy
;
Schweizer, Martin
-
Finance Discipline Group, Business School
-
2010
existence of a growth-optimal portfolio, existence of the
numeraire
portfolio
, and for continuous asset prices the structure …
Persistent link: https://www.econbiz.de/10008455629
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