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