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Dynamic trading under integer constraints - MaRDI portal

Dynamic trading under integer constraints (Q1788825)

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Dynamic trading under integer constraints
scientific article

    Statements

    title
    Dynamic trading under integer constraints (English)
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    author
    Stefan Gerhold
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    Paul Krühner
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    publication date
    8 October 2018
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    zbMATH Keywords
    arbitrage
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    hedging
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    integer constraints
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    Identifiers

    zbMATH DE Number
    6948969
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    OpenAlex ID
    W2748774259
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    arXiv ID
    1708.07661
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    Wikidata QID
    Q129351521
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