Convergence in the Semimartingale Topology and Constrained Portfolios
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Author / Producer
Date
2011
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Rights / License
Permanent link
Publication status
published
External links
Book title
Séminaire de probabilités XLIII
Journal / series
Volume
2006
Pages / Article No.
395 - 412
Publisher
Springer
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Stochastic integrals; Semimartingale topology; Integrands in polyhedral and continuous convex constraints; Optimization under constraints; Mathematical finance
Organisational unit
03658 - Schweizer, Martin / Schweizer, Martin