Conic trading in a Markovian steady state
Year of publication: |
March 2017
|
---|---|
Authors: | Madan, Dilip B. ; Pistorius, Martijn ; Schoutens, Wim |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 2, p. 1-22
|
Subject: | Probability distortion | contraction mapping | fixed points | quantization | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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