Multiplicative approximation of wealth processes involving no-short-sale strategies

Kardaras, C Platen, E

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Citation:: Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, 2008
Issue Date:: 2008-01

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Field	Value	Language
dc.contributor.author	Kardaras, C	en_US
dc.contributor.author	Platen, E https://orcid.org/0000-0003-4595-3123	en_US
dc.date.issued	2008-01	en_US
dc.identifier.citation	Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, 2008	en_US
dc.identifier.uri	http://hdl.handle.net/10453/36425
dc.description.abstract	Research Paper Number: 240	en_US
dc.relation.ispartof	Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney	en_US
dc.subject.classification	Finance	en_US
dc.title	Multiplicative approximation of wealth processes involving no-short-sale strategies	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
utslib.for	0103 Numerical and Computational Mathematics	en_US
utslib.for	0102 Applied Mathematics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access

Abstract:

Research Paper Number: 240

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