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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 / Heidelberg, Berlin, Germany, pp. 395-412. ISBN 9783642152160

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Identification Number: 10.1007/978-3-642-15217-7_17
Item Type: Book Section
Official URL: http://www.springer.com
Additional Information: © 2011 Springer-Verlag
Divisions: Mathematics
Subjects: Q Science > QA Mathematics
Date Deposited: 01 Oct 2013 08:12
Last Modified: 19 Apr 2024 05:45
URI: http://eprints.lse.ac.uk/id/eprint/53253

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