Dynamic trading under integer constraints

DOI10.1007/s00780-018-0369-3zbMath1416.91347arXiv1708.07661OpenAlexW2748774259WikidataQ129351521 ScholiaQ129351521MaRDI QIDQ1788825

Paul Krühner, Stefan Gerhold

Publication date: 8 October 2018

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.07661

zbMATH Keywords

hedgingarbitrageinteger constraints

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Portfolio theory (91G10)

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