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An exact formula for the value of a portfolio at a random final time

Mario Lefebvre

Article (2022)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/52918/
Journal Title: Revue Roumaine de Mathématiques Pures et Appliquées (vol. 67, no. 3-4)
Publisher: Editura acad romane
Official URL: http://imar.ro/journals/Revue_Mathematique/pdfs/20...
Date Deposited: 18 Apr 2023 14:58
Last Modified: 25 Sep 2024 16:44
Cite in APA 7: Lefebvre, M. (2022). An exact formula for the value of a portfolio at a random final time. Revue Roumaine de Mathématiques Pures et Appliquées, 67(3-4), 67-75. http://imar.ro/journals/Revue_Mathematique/pdfs/2022/3-4/1.pdf

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