Trading strategies generated pathwise by functions of market weights (Q2308179)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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