Semimartingale calculus in portfolio theory
Foldes, L.
(1992-08-23 - 1992-08-29)
Semimartingale calculus in portfolio theory
[Other]. Oberwolfach Conference on Mathematical Finance, Oberwolfach, Germany, DEU.
| Item Type | Conference or Workshop Item (Other) |
|---|---|
| Copyright holders | © 1992 The Author |
| Departments |
LSE > Research Centres > Financial Markets Group LSE > Academic Departments > Economics |
| Date Deposited | 22 Sep 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/21404 |