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Convergence in the semimartingale topology and constrained portfolios

Czichowsky, Christoph, Westray , Nicholas and Zheng, Harry (2011) Convergence in the semimartingale topology and constrained portfolios. In: Donati-Martin, Catherine , Lejay, Antoine and Rouault , Alain, (eds.) Séminaire De Probabilités Xliii. Lecture Notes in Mathematics(2006). Springer, Berlin, Germany, pp. 395-412. ISBN 9783642152160

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Item Type: Book Section
Official URL: http://www.springer.com
Additional Information: © 2011 Springer-Verlag
Library of Congress subject classification: Q Science > QA Mathematics
Sets: Departments > Mathematics
Date Deposited: 01 Oct 2013 08:12
URL: http://eprints.lse.ac.uk/53253/

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