A new class of nearly self-financing strategies (Q1612973)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new class of nearly self-financing strategies |
scientific article |
Statements
A new class of nearly self-financing strategies (English)
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5 September 2002
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arbitrage
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\(\varepsilon\)-self-financing
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\(p\)-variation
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self-financing
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stop-loss start-gain strategy
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