Year: 2009
Type: preprint
Abstract: Given an increasing function $H:[0,1)\to [0,\infty)$ and $$ A_n(H):=\inf_{τ\in \mathcal{T}_n}(\sum_{i=1}^n \int_{t_{i-1}}^{t_i} (t_i-t)H^2(t)dt)^{1/2}, $$ where $\mathcal{T}_n:=\{τ=(t_i)_{i=0}^n: 0=t_0
Source: arXiv (Cornell University)
Author: Seppälä, Heikki
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1564322977