Convergence in the semimartingale topology and constrained portfolios

; Westray, Nicholas; and Zheng, Harry (2011) Convergence in the semimartingale topology and constrained portfolios In: Séminaire De Probabilités Xliii. Lecture Notes in Mathematics (2006). Springer Berlin / Heidelberg, Berlin, Germany, pp. 395-412. ISBN 9783642152160

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Item Type	Chapter
Copyright holders	© 2011 Springer-Verlag
Keywords	stochastic integrals, semimartingale topology, integrands in polyhedral and continuous convex constraints, optimisation under constrains, mathematical finance
Departments	Mathematics
DOI	10.1007/978-3-642-15217-7_17
Date Deposited	01 Oct 2013 08:12
URI	https://researchonline.lse.ac.uk/id/eprint/53253

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