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

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Autor(in)
Acciaio, Beatrice
Larsson, Martin
Schachermayer, Walter
Datum
2017-07
Typ
    Journal Article
Publikationsstatus
published
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Zeitschrift / Serie
Finance and Stochastics
Band
21(3)
Seiten / Artikelnummer
741 - 751
Verlag
Springer
Thema
Semi-static trading strategies; Semi-static completeness; Semi-static replication
Organisationseinheit
09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)  
09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)  
Förderung
163425 - Tractable Stopping Problems in Finance (SNF)
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4 Zitate in Web of Science
4 Zitate in Scopus
ETH Bibliographie
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