A new class of nearly self-financing strategies (Q1612973)

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scientific article; zbMATH DE number 1796664
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    A new class of nearly self-financing strategies
    scientific article; zbMATH DE number 1796664

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      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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