Martingale Schrödinger bridges and optimal semistatic portfolios (Q2111249)
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scientific article; zbMATH DE number 7637403
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingale Schrödinger bridges and optimal semistatic portfolios |
scientific article; zbMATH DE number 7637403 |
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Martingale Schrödinger bridges and optimal semistatic portfolios (English)
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28 December 2022
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martingale Schrödinger bridge
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semistatic trading
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0.7509974837303162
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0.7339574098587036
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0.7326623797416687
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0.7292101383209229
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