Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model
Crossref DOI link: https://doi.org/10.1007/s00780-024-00532-6
Published Online: 2024-03-27
Published Print: 2024-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mostovyi, Oleksii
Sîrbu, Mihai
Text and Data Mining valid from 2024-03-27
Version of Record valid from 2024-03-27
Article History
Received: 10 February 2022
Accepted: 21 April 2023
First Online: 27 March 2024
Declarations
:
: The authors declare no competing interests.