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"The space of outcomes of semi-static trading strategies need not be closed."
Beatrice Acciaio, Martin Larsson, Walter Schachermayer (2017)
- Beatrice Acciaio, Martin Larsson, Walter Schachermayer:
The space of outcomes of semi-static trading strategies need not be closed. Finance Stochastics 21(3): 741-751 (2017)
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