THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS
Kardaras, Constantinos, Obłój, Jan, Platen, EckhardLanguage:
english
Journal:
Mathematical Finance
DOI:
10.1111/mafi.12081
Date:
December, 2014
File:
PDF, 371 KB
english, 2014