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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