"The numéraire portfolio in semimartingale financial models."

Ioannis Karatzas, Constantinos Kardaras (2007)

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DOI: 10.1007/S00780-007-0047-3

access: closed

type: Journal Article

metadata version: 2025-03-03

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Ioannis Karatzas, Constantinos Kardaras:
The numéraire portfolio in semimartingale financial models. Finance Stochastics 11(4): 447-493 (2007)

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