The space of outcomes of semi-static trading strategies need not be closed - Research Collection

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Author

Acciaio, Beatrice

Larsson, Martin

Schachermayer, Walter

Date

2017-07

Type

Journal Article

Citations

Cited 1 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1007/s00780-017-0329-3

Journal / series

Finance and Stochastics

Volume

21(3)

Pages / Article No.

741 - 751

Publisher

Springer

Subject

Semi-static trading strategies; Semi-static completeness; Semi-static replication

Organisational unit

09546 - Larsson, Martin / Larsson, Martin
09546 - Larsson, Martin / Larsson, Martin

Funding

163425 - Tractable Stopping Problems in Finance (SNF)

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Citations

Cited 1 times in Web of Science

ETH Bibliography

yes

Altmetrics