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Enlargement of filtration on Poisson space and some results on the Sharpe ratio

published_or_final_version / Mathematics / Doctoral / Doctor of Philosophy

  1. 10.5353/th_b4714750
  2. b4714750
Identiferoai:union.ndltd.org:HKU/oai:hub.hku.hk:10722/145680
Date January 2011
CreatorsWright, John Alexander.
ContributorsYung, SP
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Source SetsHong Kong University Theses
LanguageEnglish
Detected LanguageEnglish
TypePG_Thesis
Sourcehttp://hub.hku.hk/bib/B47147507
RightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works., Creative Commons: Attribution 3.0 Hong Kong License
RelationHKU Theses Online (HKUTO)

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