Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension.
| Autor: | Strong, Winslow1 winslow.strong@math.ethz.ch |
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| Zdroj: | Finance & Stochastics. Jul2014, Vol. 18 Issue 3, p487-514. 28p. |
| Databáze: | Business Source Ultimate |
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