Pure self-financing trading strategies under transaction costs

DOI10.1524/STND.2006.24.4.435MaRDI QIDQ5437384zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

hedgingforeign exchange markets

Mathematics Subject Classification ID

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

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Cited in

(3)

• Admissible Trading Strategies Under Transaction Costs
• Zero-Intelligence Trading Without Resampling
• scientific article; zbMATH DE number 1642357 (Why is no real title available?)

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