Local times of ranked continuous semimartingales
Banner, Adrian D., Ghomrasni, Raouf
Published in Stochastic processes and their applications (01.07.2008)
Published in Stochastic processes and their applications (01.07.2008)
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Journal Article
Atlas models of equity markets
Banner, Adrian D, Fernholz, Robert, Karatzas, Ioannis
Published in IDEAS Working Paper Series from RePEc (01.01.2006)
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Published in IDEAS Working Paper Series from RePEc (01.01.2006)
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