Pure self-financing trading strategies under transaction costs

DOI10.1524/STND.2006.24.4.435zbMATH Open1128.62115OpenAlexW2240136156MaRDI QIDQ5437384FDOQ5437384

Authors: Eric Beutner 

Publication date: 18 January 2008

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/stnd.2006.24.4.435

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zbMATH Keywords

hedgingforeign exchange markets

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (3)

• Title not available (Why is that?)
• Zero-Intelligence Trading Without Resampling
• Admissible Trading Strategies Under Transaction Costs

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