Dynamic spanning without probabilities

DOI10.1016/0304-4149(94)90128-7zbMath0801.90010MaRDI QIDQ1327557

Walter Willinger, Avi Bick

Publication date: 12 July 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90128-7

zbMATH Keywords

Black-Scholes model; continuous-time trading; non-probabilistic approach

Mathematics Subject Classification ID

91B62: Economic growth models

Related Items

Toward A Convergence Theory For Continuous Stochastic Securities Market Models¹, Arbitrage pricing with incomplete markets, Financial options and statistical prediction intervals

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