Relative arbitrage: Sharp time horizons and motion by curvature (Q6054367)
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scientific article; zbMATH DE number 7743023
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relative arbitrage: Sharp time horizons and motion by curvature |
scientific article; zbMATH DE number 7743023 |
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Relative arbitrage: Sharp time horizons and motion by curvature (English)
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28 September 2023
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arbitrage
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geometric flow
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stochastic control
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stochastic portfolio theory
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