Trading strategies generated by Lyapunov functions

Ioannis Karatzas, Johannes Ruf. Trading strategies generated by Lyapunov functions. Finance and Stochastics, 21(3):753-787, 2017. [doi]

Authors

Ioannis Karatzas

This author has not been identified. Look up 'Ioannis Karatzas' in Google

Johannes Ruf

This author has not been identified. Look up 'Johannes Ruf' in Google