Browsing Closed by Author "Platen, Eckhard"

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Browsing Closed by Author "Platen, Eckhard"

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  • Platen, Eckhard (World Scientific Publishing, 2011)
    This paper introduces a general market modeling framework, the benchmark appma.chl which assumes the existence of the nume!'raire portfolio. This is the strictly positive portfolio that when used as benchmMk makes all ...