Small-cost asymptotics for long-term growth rates in incomplete markets
2018
Details
Title
Small-cost asymptotics for long-term growth rates in incomplete markets
Author(s)
Melnyk, Y ; Seifried, FT
Published in
MATHEMATICAL FINANCE
Volume
28
Issue
2
Pages
668-711
Date
2018
Other identifier(s)
View record in Web of Science
Laboratories
SFI
Record Appears in
Scientific production and competences > CDM - College of Management of Technology > SFI - Swiss Finance Institute at EPFL > UNATTRIBUTED-SFI - SFI - Unattributed publications
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2018-11-08