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M. Rásonyi

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Preprint Aug 2026

A note on markets with semi-static trading strategies

We consider a discrete-time financial market model where, in addition to finitely many dynamically traded assets, there are also (possibly infinitely many) static options to choose from. We introduce the concept of small cones of random variables and present a sufficient condition for the attainable positions in the ma...

M. Rásonyi · 0 citations

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