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dc.contributor.author
Acciaio, Beatrice
dc.contributor.author
Larsson, Martin
dc.contributor.author
Schachermayer, Walter
dc.date.accessioned
2017-10-20T13:51:43Z
dc.date.available
2017-10-06T04:57:29Z
dc.date.available
2017-10-20T13:51:43Z
dc.date.issued
2017-07
dc.identifier.issn
0949-2984
dc.identifier.issn
1432-1122
dc.identifier.other
10.1007/s00780-017-0329-3
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/192358
dc.language.iso
en
en_US
dc.publisher
Springer
en_US
dc.subject
Semi-static trading strategies
en_US
dc.subject
Semi-static completeness
en_US
dc.subject
Semi-static replication
en_US
dc.title
The space of outcomes of semi-static trading strategies need not be closed
en_US
dc.type
Journal Article
dc.date.published
2017-05-30
ethz.journal.title
Finance and Stochastics
ethz.journal.volume
21
en_US
ethz.journal.issue
3
en_US
ethz.journal.abbreviated
Finance stoch.
ethz.pages.start
741
en_US
ethz.pages.end
751
en_US
ethz.code.jel
G1 - General Financial Markets::G12 - Asset Pricing; Trading Volume; Bond Interest Rates
en_US
ethz.code.jel
G1 - General Financial Markets::G13 - Contingent Pricing; Futures Pricing
en_US
ethz.grant
Tractable Stopping Problems in Finance
en_US
ethz.identifier.wos
ethz.identifier.scopus
ethz.publication.place
Berlin
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
ethz.grant.agreementno
163425
ethz.grant.fundername
SNF
ethz.grant.funderDoi
10.13039/501100001711
ethz.grant.program
Projektförderung in Mathematik, Natur- und Ingenieurwissenschaften (Abteilung II)
ethz.date.deposited
2017-10-06T04:57:35Z
ethz.source
SCOPUS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-10-20T13:51:45Z
ethz.rosetta.lastUpdated
2020-02-15T08:14:47Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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