A new class of nearly self-financing strategies
type: Item
instance of: scholarly article
title: A new class of nearly self-financing strategies
zbMATH Open document ID: 1008.91052
DOI: 10.1016/S0167-7152(01)00173-0
author: Donna Mary Salopek
published in: Statistics \& Probability Letters
publication date: 2002-09-05T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1796664
zbMATH Keywords: arbitrage
zbMATH Keywords: \(\varepsilon\)-self-financing
zbMATH Keywords: \(p\)-variation
zbMATH Keywords: self-financing
zbMATH Keywords: stop-loss start-gain strategy
MaRDI profile type: Publication
cites work: Q5719499
cites work: Q4794126
cites work: Q4002114
cites work: Modelling of stock price changes: a real analysis approach
cites work: Tolerance to arbitrage
description: scientific article; zbMATH DE number 1796664