Winslow C. Strong, Ph.D.
Affiliations: | 2011 | Statistics and Applied Probability | University of California, Santa Barbara, Santa Barbara, CA, United States |
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"Winslow Strong"Parents
Sign in to add mentor| Jean-pierre Fouque | grad student | 2011 | UC Santa Barbara | |
| (Arbitrage and Stochastic Portfolio Theory in Stochastic Dimension.) | ||||
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Publications
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| Strong W. (2014) Fundamental Theorems of Asset Pricing for Piecewise Semimartingales of Stochastic Dimension Finance and Stochastics. 18: 487-514 |
| Strong W. (2014) Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage Siam Journal On Financial Mathematics. 5: 472-492 |