Beatrice Acciaio, Martin Larsson, Walter Schachermayer. The space of outcomes of semi-static trading strategies need not be closed. Finance and Stochastics, 21(3):741-751, 2017. [doi]
@article{AcciaioLS17,
title = {The space of outcomes of semi-static trading strategies need not be closed},
author = {Beatrice Acciaio and Martin Larsson and Walter Schachermayer},
year = {2017},
doi = {10.1007/s00780-017-0329-3},
url = {https://doi.org/10.1007/s00780-017-0329-3},
researchr = {https://researchr.org/publication/AcciaioLS17},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {21},
number = {3},
pages = {741-751},
}