Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726): Difference between revisions

@@ Property / cites work @@
+Uniqueness results for quasilinear parabolic equations through viscosity solutions' methods
+Normal rank
@@ Property / cites work @@
+Explicit solution to the multivariate super-replication problem under transaction costs.
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+A closed-form solution to the problem of super-replication under transaction costs
+Normal rank
@@ Property / cites work @@
+Super-replication in stochastic volatility models under portfolio constraints
+Normal rank
@@ Property / cites work @@
+A note on super-replicating strategies
@@ Property / cites work: A note on super-replicating strategies / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging and liquidation under transaction costs in currency markets
+Normal rank
@@ Property / cites work @@
+On the possibility of hedging options in the presence of transaction costs
+Normal rank
@@ Property / cites work @@
+Q5638112
@@ Property / cites work: Q5638112 / rank @@
+Normal rank
@@ Property / cites work @@
+There is no nontrivial hedging portfolio for option pricing with transaction costs
+Normal rank