The super-replication theorem under proportional transaction costs revisited (Q475314): Difference between revisions

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Latest revision as of 09:14, 9 July 2024

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The super-replication theorem under proportional transaction costs revisited
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    The super-replication theorem under proportional transaction costs revisited (English)
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    26 November 2014
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    portfolio optimization
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    proportional transaction costs
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    super-replication theorem
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    duality theory of mathematical finance
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