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

From MaRDI portal
Revision as of 16:47, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
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
    0 references
    0 references
    3 May 2007
    0 references
    transaction costs
    0 references
    hedging options
    0 references
    viscosity solutions
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references