A new class of nearly self-financing strategies

DOI10.1016/S0167-7152(01)00173-0zbMATH Open1008.91052MaRDI QIDQ1612973FDOQ1612973

Authors: Donna Mary Salopek 

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

self-financingarbitrage\(p\)-variation\(\varepsilon\)-self-financingstop-loss start-gain strategy

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Tolerance to arbitrage
• Modelling of stock price changes: a real analysis approach

Cited In (2)

• Weighted Local Time for Fractional Brownian Motion and Applications to Finance
• AN INFINITESIMAL ANALYSIS OF THE STOP-LOSS-START-GAIN STRATEGY

This page was built for publication: A new class of nearly self-financing strategies

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1612973)