"The supermartingale property of the optimal wealth process for general ..."

Sara Biagini, Marco Frittelli (2007)

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DOI: 10.1007/S00780-006-0026-0

access: closed

type: Journal Article

metadata version: 2020-07-22

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Sara Biagini, Marco Frittelli:
The supermartingale property of the optimal wealth process for general semimartingales. Finance Stochastics 11(2): 253-266 (2007)

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