Limits of semistatic trading strategies (Q6054450)

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scientific article; zbMATH DE number 7743100
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Limits of semistatic trading strategies
scientific article; zbMATH DE number 7743100

    Statements

    title
    Limits of semistatic trading strategies (English)
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    author
    Marcel Nutz
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    Johannes Wiesel
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    Long Zhao
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    publication date
    28 September 2023
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    zbMATH Keywords
    Borwein-Lewis theorem
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    semistatic trading
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    Identifiers

    arXiv ID
    2204.12251
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    zbMATH DE Number
    7743100
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    OpenAlex ID
    W4312075634
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    DOI
    10.1111/MAFI.12366
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