Work

The numéraire portfolio in semimartingale financial models

Year: 2007

Type: article

Source: Finance and Stochastics

DOI: 10.1007/s00780-007-0047-3

Authors: Ioannis Karatzas, Constantinos Kardaras

Institutions: Columbia University, Boston University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2164288937

FWCI: 18.31

Cites: 43

Cited by: 319

Related to: 10