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

Relative arbitrage: Sharp time horizons and motion by curvature

From MaRDI portal
Publication:6054367

DOI10.1111/mafi.12303zbMath1522.91228arXiv2003.13601OpenAlexW3149964961MaRDI QIDQ6054367

Martin Larsson, Johannes Ruf

Publication date: 28 September 2023

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.13601




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