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This item was automatically migrated from a legacy system. It's data has not been checked and might not meet the quality criteria of the present system.
Record link:
http://hdl.handle.net/20.500.12708/164954
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Title:
Hiding a constant drift-a strong solution
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Citation:
Prokaj, V., & Schachermayer, W. (2012). Hiding a constant drift-a strong solution.
Illinois Journal of Mathematics
,
54
(4), 1463–1480. http://hdl.handle.net/20.500.12708/164954
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Publication Type:
Article - Original Research Article
en
Authors:
Prokaj, Vilmos
Schachermayer, Walter
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Organisational Unit:
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
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ISSN:
0019-2082
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Date (published):
2012
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Number of Pages:
18
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Peer reviewed:
No
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Research Areas:
Mathematical and Algorithmic Foundations: 40%
Modelling and Simulation: 20%
Mathematical Methods in Economics: 40%
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Science Branch:
Mathematik, Informatik
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Appears in Collections:
Article
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