Article: On a class of diverse market models
Annals of finance Vol. 10, No. 2 , p. 291-314
2014 Volume 10, Issue 2, Page(s) 291–314
Author's details | Andrey Sarantsev |
---|---|
Keywords | Stochastic Portfolio Theory ; Diverse markets ; Arbitrage opportunity ; Feller's test |
Language | English |
Publisher | Springer |
Publishing place | Berlin ; Heidelberg |
Document type | Article |
ZDB-ID | 2174824X ; 2172262-6 |
ISSN | 1614-2454 ; 1614-2446 |
ISSN (online) | 1614-2454 |
ISSN | 1614-2446 |
Database | ECONomics Information System |
More links
Kategorien
Order via subito
This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.