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Semimartingale calculus in portfolio theory

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 (Unpublished)

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Item Type: Conference or Workshop Item (Lecture)
Official URL:
Additional Information: © 1992 The Author
Library of Congress subject classification: 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

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