Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:47, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit characterization of the super-replication strategy in financial markets with partial transaction costs |
scientific article |
Statements
Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (English)
0 references
3 May 2007
0 references
transaction costs
0 references
hedging options
0 references
viscosity solutions
0 references
