The space of outcomes of semi-static trading strategies need not be closed
Year of publication: |
July 2017
|
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Authors: | Acciaio, Beatrice ; Larsson, Martin ; Schachermayer, Walter |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 21.2017, 3, p. 741-751
|
Subject: | Semi-static trading strategies | Semi-static completeness | Semi-static replication |
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