The numéraire portfolio in semimartingale financial models
Ioannis Karatzas () and
Constantinos Kardaras ()
Finance and Stochastics, 2007, vol. 11, issue 4, 447-493
Keywords: Numéraire portfolio; Semimartingale; Predictable characteristics; Free lunch; Supermartingale deflator; Log-utility; 60H05; 60H30; 91B28; G11 (search for similar items in EconPapers)
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