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Semimartingale calculus in portfolio theory

Foldes, Lucien (1992) Semimartingale calculus in portfolio theory. In: Oberwolfach Conference on Mathematical Finance, 1992-08-23 - 1992-08-29. (Submitted)

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Item Type: Conference or Workshop Item (Other)
Official URL: http://personal.lse.ac.uk/foldes/
Additional Information: © 1992 The Author
Divisions: Financial Markets Group
Economics
Subjects: H Social Sciences > HB Economic Theory
Sets: Research centres and groups > Financial Markets Group (FMG)
Departments > Economics
Collections > Economists Online
Date Deposited: 22 Sep 2008 09:07
Last Modified: 18 Jul 2019 23:11
URI: http://eprints.lse.ac.uk/id/eprint/21404

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