Pathwise no-arbitrage in a class of Delta hedging strategies
Crossref DOI link: https://doi.org/10.1186/s41546-016-0003-2
Published Online: 2016-08-16
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Schied, Alexander
Voloshchenko, Iryna
License valid from 2016-08-16