Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434)
From MaRDI portal
scientific article; zbMATH DE number 7743087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Super‐replication with transaction costs under model uncertainty for continuous processes |
scientific article; zbMATH DE number 7743087 |
Statements
Super‐replication with transaction costs under model uncertainty for continuous processes (English)
0 references
28 September 2023
0 references
super-replication
0 references
martingale
0 references
asset pricing
0 references
model uncertainty
0 references
transaction costs
0 references
