Super-replication with fixed transaction costs (Q1737955)

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Super-replication with fixed transaction costs
scientific article

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    title
    Super-replication with fixed transaction costs (English)
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    DOI
    10.1214/17-AAP1372
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    author
    Peter Bank
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    Yan Dolinsky
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    publication date
    24 April 2019
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    zbMATH DE Number
    7047437
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    zbMATH Keywords
    binomial models
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    conditional full support
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    fixed transaction costs
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    super-replication
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    arXiv ID
    1610.09234
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