Technical Note—Options Portfolio Selection

• Paolo Guasoni

  Corresponding Author

  Paolo Guasoni

  https://orcid.org/0000-0002-8562-3658

  School of Mathematical Sciences, Dublin City University, Glasnevin, Dublin 9, Ireland;Department of Mathematics and Statistics, Boston University, Boston, Massachusetts 02215;

  Search for more papers by this author

  ,
• Eberhard Mayerhofer

  Corresponding Author

  Eberhard Mayerhofer

  https://orcid.org/0000-0003-4051-1852

  Department of Mathematics and Statistics, University of Limerick, Limerick V94T9PX, Ireland

  Search for more papers by this author