Limits of semistatic trading strategies
Year of publication: |
2023
|
---|---|
Authors: | Nutz, Marcel ; Wiesel, Johannes ; Zhao, Long |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 33.2023, 1, p. 185-205
|
Subject: | Borwein-Lewis theorem | semistatic trading | Theorie | Theory | Wertpapierhandel | Securities trading | Außenwirtschaftspolitik | Foreign economic policy | Anlageverhalten | Behavioural finance |
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