Ergodic aspects of trading with threshold strategies

DOI10.1007/S10479-023-05233-5arXiv2111.14708OpenAlexW3216059817MaRDI QIDQ6384248

Miklós Rásonyi, Attila Lovas

Publication date: 29 November 2021

Full work available at URL: https://doi.org/10.1007/s10479-023-05233-5

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Portfolio theory (91G10)

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