Trading strategies generated pathwise by functions of market weights (Q2308179): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s00780-019-00414-2 / rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q126556055 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S00780-019-00414-2 / rank | |||
Normal rank | |||
Latest revision as of 23:33, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trading strategies generated pathwise by functions of market weights |
scientific article |
Statements
Trading strategies generated pathwise by functions of market weights (English)
0 references
25 March 2020
0 references
stochastic portfolio theory
0 references
pathwise Itô and Tanaka formulas
0 references
trading strategies
0 references
functional generation
0 references
strong relative arbitrage
0 references
0 references
0 references
