Trading strategies generated pathwise by functions of market weights (Q2308179)
From MaRDI portal
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
