Andruszkiewicz, Grzegorz; Davis, Mark; Lleo, Sébastien - In: Annals of Finance 9 (2013) 2, pp. 145-166
numéraire portfolio—the ‘benchmark’ approach advocated by Platen and Heath (A benchmark approach to quantitative finance … the problem: ‘animal spirits’, financial instability, market-consistent valuation, the numéraire portfolio and structural …