Convergence in the semimartingale topology and constrained portfolios
Czichowsky, C.
, Westray, N. & Zheng, H.
(2011).
Convergence in the semimartingale topology and constrained portfolios.
In
Donati-Martin, C., Lejay, A. & Rouault, A.
(Eds.),
Séminaire De Probabilités Xliii
(pp. 395-412).
Springer Berlin / Heidelberg.
https://doi.org/10.1007/978-3-642-15217-7_17
, Westray, N. & Zheng, H.
(2011).
Convergence in the semimartingale topology and constrained portfolios.
In
Donati-Martin, C., Lejay, A. & Rouault, A.
(Eds.),
Séminaire De Probabilités Xliii
(pp. 395-412).
Springer Berlin / Heidelberg.
https://doi.org/10.1007/978-3-642-15217-7_17