zweidimensionales bewegtes Bild

Projections of Local Martingale Deflators

to connected objects

Digitalisierung: Hannover TIB

Attribution - NonCommercial - NoDerivates 4.0 International

Alternative title: Filtration shrinkage, the structure of deflators, and the failure of market completeness

Location: Hannover TIB

Extent: 139MB, 00:37:00:27 (unknown)

Language: Englisch

Notes: Audiovisuelles Material

Bibliographic citation: Stochastic Analysis and its Applications (18w5080) ; (Jan. 2018)

Event: Veröffentlichung

(who): Banff International Research Station (BIRS) for Mathematical Innovation and Discovery

(when): 2018-01-01

Contributor: Ruf, Johannes
Kardaras, Constantinos

DOI: 10.5446/58913

Last update: 04.12.2024, 8:09 AM CET

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zweidimensionales bewegtes Bild

Associated

Ruf, Johannes
Kardaras, Constantinos
Banff International Research Station (BIRS) for Mathematical Innovation and Discovery

Time of origin

2018-01-01

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Projections of Local Martingale Deflators

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Other Objects (12)

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