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]

@article{KaratzasR17,
  title = {Trading strategies generated by Lyapunov functions},
  author = {Ioannis Karatzas and Johannes Ruf},
  year = {2017},
  doi = {https://doi.org/10.1007/s00780-017-0332-8},
  researchr = {https://researchr.org/publication/KaratzasR17},
  cites = {0},
  citedby = {0},
  journal = {Finance and Stochastics},
  volume = {21},
  number = {3},
  pages = {753-787},
}