Trading strategies generated pathwise by functions of market weights (Q2308179): Difference between revisions

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Latest revision as of 09:17, 1 August 2024

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Trading strategies generated pathwise by functions of market weights
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    Trading strategies generated pathwise by functions of market weights (English)
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    25 March 2020
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    stochastic portfolio theory
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    pathwise Itô and Tanaka formulas
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    trading strategies
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    functional generation
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    strong relative arbitrage
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