Semimartingale calculus in portfolio theory
Foldes, Lucien
(1992)
Semimartingale calculus in portfolio theory.
In: Oberwolfach Conference on Mathematical Finance, 1992-08-23 - 1992-08-29, Oberwolfach,Germany,DEU.
(Submitted)
| Item Type | Conference or Workshop Item (Other) |
|---|---|
| Departments |
Financial Markets Group Economics |
| Date Deposited | 22 Sep 2008 09:07 |
| URI | https://researchonline.lse.ac.uk/id/eprint/21404 |