Author:
De Donno M.,Guasoni P.,Pratelli M.
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference20 articles.
1. Diversified portfolios in continuous time;Björk;Europ. Fin. Rev.,1998
2. W. Brannath, W. Schachermayer, A bipolar theorem for L+0(Ω,F,P), in: Séminaire de Probabilités, XXXIII, Lecture Notes in Mathematics, vol. 1709, Springer, Berlin, 1999, pp. 349–354.
3. A note on completeness in large financial markets;De Donno;Math. Finance,2004
4. M. De Donno, M. Pratelli, Stochastic integration with respect to a sequence of semimartingales, Séminaire de Probabilités, XXXIX, 2002, to appear.
5. A general version of the fundamental theorem of asset pricing;Delbaen;Math. Ann.,1994
Cited by
27 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献