Convergence in the semimartingale topology and constrained portfolios

Czichowsky, Christoph ORCID: 0000-0002-3513-6843, 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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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:	11 Dec 2024 17:33
URI:	http://eprints.lse.ac.uk/id/eprint/53253

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