![]() | Up a level |
Kardaras, Constantinos ORCID: 0000-0001-6903-4506, Obłój, Jan and Platen, Eckhard
(2017)
The numéraire property and long-term growth optimality for drawdown-constrained investments.
Mathematical Finance, 27 (1).
pp. 68-95.
ISSN 0960-1627