Dynamic trading under integer constraints
Stefan Gerhold, Paul Krühner
| Year of publication: |
October 2018
|
|---|---|
| Authors: | Gerhold, Stefan ; Krühner, Paul |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 22.2018, 4, p. 919-957
|
| Subject: | Arbitrage | Hedging | Integer constraints | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-018-0369-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011946587