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"The space of outcomes of semi-static trading strategies need not be closed."

Beatrice Acciaio, Martin Larsson, Walter Schachermayer (2017)

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DOI: 10.1007/S00780-017-0329-3

access: closed

type: Journal Article

metadata version: 2023-09-30

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Beatrice Acciaio, Martin Larsson, Walter Schachermayer:
The space of outcomes of semi-static trading strategies need not be closed. Finance Stochastics 21(3): 741-751 (2017)

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