Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967): Difference between revisions
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scientific article
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English | Super-replication with nonlinear transaction costs and volatility uncertainty |
scientific article |
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Super-replication with nonlinear transaction costs and volatility uncertainty (English)
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23 August 2016
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super-replication
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hedging with friction
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volatility uncertainty
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limit theorems
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