Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G30 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6618839 / rank | |||
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super-replication | |||
| Property / zbMATH Keywords: super-replication / rank | |||
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hedging with friction | |||
| Property / zbMATH Keywords: hedging with friction / rank | |||
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volatility uncertainty | |||
| Property / zbMATH Keywords: volatility uncertainty / rank | |||
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limit theorems | |||
| Property / zbMATH Keywords: limit theorems / rank | |||
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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)
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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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