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

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+W3121385514
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+math/0412247
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+Uniqueness results for quasilinear parabolic equations through viscosity solutions' methods
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+Explicit solution to the multivariate super-replication problem under transaction costs.
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+User’s guide to viscosity solutions of second order partial differential equations
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+A closed-form solution to the problem of super-replication under transaction costs
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+Super-replication in stochastic volatility models under portfolio constraints
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+A note on super-replicating strategies
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+Hedging and liquidation under transaction costs in currency markets
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+On the possibility of hedging options in the presence of transaction costs
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+Q5638112
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+There is no nontrivial hedging portfolio for option pricing with transaction costs
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