Browsing 01 Mathematical Sciences by Author "Kardaras, Constantinos"

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Browsing 01 Mathematical Sciences by Author "Kardaras, Constantinos"

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  • Kardaras, Constantinos; Platen, Eckhard (Elsevier, 2011)
    A financial market model where agents trade using realistic combinations of simple (i.e., finite combinations of buy-and-hold) no-short-sales strategies is considered. Minimal assumptions are made on the discounted ...