On the Limit Behavior of Option Hedging Sets under Transaction Costs (Q5256600)
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scientific article; zbMATH DE number 6447349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Limit Behavior of Option Hedging Sets under Transaction Costs |
scientific article; zbMATH DE number 6447349 |
Statements
On the Limit Behavior of Option Hedging Sets under Transaction Costs (English)
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19 June 2015
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proportional transaction costs
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Kusuoka limit theorem
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super replication
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multi-asset market
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European option
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convergence of initial endowments
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