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Watanabe's expansion: a solution for the convexity conundrum | Researchclopedia

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Watanabe's expansion: a solution for the convexity conundrum

20250 citationsJournal Article

Authors

David García-Lorite · Universitat de Barcelona

Topics & Keywords

Stochastic processes and financial applications Risk and Portfolio Optimization Advanced Banach Space Theory

Publication Details

Published in: Quantitative Finance

Volume 25, Issue 5, pp. 711-732

DOI: 10.1080/14697688.2025.2491691

Field-Weighted Citation Impact: 0.00