Log-optimal and numéraire portfolios for market models stopped at a random time
Crossref DOI link: https://doi.org/10.1007/s00780-022-00477-8
Published Online: 2022-05-06
Published Print: 2022-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Choulli, Tahir
Yansori, Sina
Text and Data Mining valid from 2022-05-06
Version of Record valid from 2022-05-06
Article History
Received: 27 July 2020
Accepted: 18 September 2021
First Online: 6 May 2022