Total positivity and relative convexity of option prices.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 1, p. 1, doi. 10.3934/fmf.2023001
- By:
- Publication type:
- Article
Works matching IS 27696715 AND DT 2023 AND VI 2 AND IP 1
Results: 5
1
2
Power laws in market microstructure.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 1, p. 1, doi. 10.3934/fmf.2023003
- By:
- Publication type:
- Article
3
EMA-type trading strategies maximize utility under partial information.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 1, p. 1, doi. 10.3934/fmf.2023005
- By:
- Publication type:
- Article
4
Data-driven nonparametric robust control under dependence uncertainty.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 1, p. 1, doi. 10.3934/fmf.2023004
- By:
- Publication type:
- Article
5
Asset price bubbles, wealth preserving, dominating, and replicating trading strategies.
- Published in:
- Frontiers of Mathematical Finance, 2023, v. 2, n. 1, p. 1, doi. 10.3934/fmf.2023002
- By:
- Publication type:
- Article