Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726)
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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)
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3 May 2007
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transaction costs
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hedging options
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viscosity solutions
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