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Relative arbitrage: Sharp time horizons and motion by curvature - MaRDI portal

Relative arbitrage: Sharp time horizons and motion by curvature (Q6054367)

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scientific article; zbMATH DE number 7743023
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English
Relative arbitrage: Sharp time horizons and motion by curvature
scientific article; zbMATH DE number 7743023

    Statements

    title
    Relative arbitrage: Sharp time horizons and motion by curvature (English)
    0 references
    author
    Martin Larsson
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    Johannes Ruf
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    publication date
    28 September 2023
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    zbMATH Keywords
    arbitrage
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    geometric flow
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    stochastic control
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    stochastic portfolio theory
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    cites work
    Q4531968
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    On optimal arbitrage
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    Q3137116
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    Q4002114
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    Q4226355
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    Identifiers

    arXiv ID
    2003.13601
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    zbMATH DE Number
    7743023
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    OpenAlex ID
    W3149964961
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    DOI
    10.1111/MAFI.12303
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