Two new working papers are published
Published: 2019-12-19
Kelly Trading and Option Pricing & Kelly Trading and Market Equilibrium, both by Hans-Peter Bermin & Magnus Holm
You will find them here; working-papers
Published: 2019-12-19
Kelly Trading and Option Pricing & Kelly Trading and Market Equilibrium, both by Hans-Peter Bermin & Magnus Holm
You will find them here; working-papers