"Power Forward Performance in Semimartingale Markets with Stochastic ..."

Lijun Bo, Agostino Capponi, Chao Zhou (2023)

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DOI: 10.1287/MOOR.2022.1262

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type: Journal Article

metadata version: 2023-08-18

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Lijun Bo, Agostino Capponi, Chao Zhou:
Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors. Math. Oper. Res. 48(1): 288-312 (2023)

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