MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO-SHORT-SALES STRATEGIES VIA SIMPLE TRADING (Q2847245): Difference between revisions

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Property / arXiv ID: 0812.0033 / rank
 
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Latest revision as of 19:51, 6 July 2024

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MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO-SHORT-SALES STRATEGIES VIA SIMPLE TRADING
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    MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO-SHORT-SALES STRATEGIES VIA SIMPLE TRADING (English)
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    4 September 2013
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    semimartingales
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    buy-and-hold strategies
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    stochastic integrals
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    arbitrage
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    utility maximization
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