Dynamic trading under integer constraints



Gerhold, Stefan and Kruhner, Paul
(2018) Dynamic trading under integer constraints. FINANCE AND STOCHASTICS, 22 (4). 919 - 957.

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Item Type: Article
Uncontrolled Keywords: Arbitrage, Hedging, Integer constraints
Depositing User: Symplectic Admin
Date Deposited: 03 Dec 2018 16:19
Last Modified: 09 Jan 2021 04:32
DOI: 10.1007/s00780-018-0369-3
Open Access URL: https://link.springer.com/content/pdf/10.1007/s007...
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3029440