No Arbitrage and the Growth Optimal Portfolio
Christensen, Morten Mosegaard, Larsen, Kasper
Published in Stochastic analysis and applications (01.01.2007)
Published in Stochastic analysis and applications (01.01.2007)
Get full text
Journal Article
A General Benchmark Model for Stochastic Jump Sizes
Christensen, Morten Mosegaard, Platen, Eckhard
Published in Stochastic analysis and applications (01.09.2005)
Published in Stochastic analysis and applications (01.09.2005)
Get full text
Journal Article