Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434): Difference between revisions

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Latest revision as of 01:35, 3 August 2024

scientific article; zbMATH DE number 7743087
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English
Super‐replication with transaction costs under model uncertainty for continuous processes
scientific article; zbMATH DE number 7743087

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    Super‐replication with transaction costs under model uncertainty for continuous processes (English)
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    28 September 2023
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    super-replication
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    martingale
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    asset pricing
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    model uncertainty
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    transaction costs
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