Trading strategies generated pathwise by functions of market weights
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00780-019-00414-2.pdf
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4. Davis, M., Obłój, J., Siorpaes, P.: Pathwise stochastic calculus with local times. Ann. Inst. Henri Poincaré Probab. Stat. 54, 1–21 (2018)
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