Superreplication with proportional transaction cost under model uncertainty (Q5241565)
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scientific article; zbMATH DE number 7125069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superreplication with proportional transaction cost under model uncertainty |
scientific article; zbMATH DE number 7125069 |
Statements
Superreplication with proportional transaction cost under model uncertainty (English)
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31 October 2019
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duality
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model uncertainty
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superreplication
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transaction cost
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