Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91G20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91G30 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6618839 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
super-replication | |||
Property / zbMATH Keywords: super-replication / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
hedging with friction | |||
Property / zbMATH Keywords: hedging with friction / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
volatility uncertainty | |||
Property / zbMATH Keywords: volatility uncertainty / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
limit theorems | |||
Property / zbMATH Keywords: limit theorems / rank | |||
Normal rank |
Revision as of 23:34, 27 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Super-replication with nonlinear transaction costs and volatility uncertainty |
scientific article |
Statements
Super-replication with nonlinear transaction costs and volatility uncertainty (English)
0 references
23 August 2016
0 references
super-replication
0 references
hedging with friction
0 references
volatility uncertainty
0 references
limit theorems
0 references