Trading strategies generated by Lyapunov functions
Crossref DOI link: https://doi.org/10.1007/s00780-017-0332-8
Published Online: 2017-05-25
Published Print: 2017-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Karatzas, Ioannis
Ruf, Johannes
License valid from 2017-05-25