Infinite Portfolio Strategies
In continuous-time stochastic calculus a limit in probability is used to extend the definition of the stochastic integral to the case where the integrand is not square-integrable at the endpoint of the time interval under consideration. When the extension is applied to portfolio strategies, absence...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
VIZJA University
2012-12-01
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| Series: | Contemporary Economics |
| Online Access: | http://ce.vizja.pl/en/download-pdf/id/270 |
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