Super-replication with fixed transaction costs (Q1737955)
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scientific article; zbMATH DE number 7047437
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Super-replication with fixed transaction costs |
scientific article; zbMATH DE number 7047437 |
Statements
Super-replication with fixed transaction costs (English)
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24 April 2019
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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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0.8702074885368347
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0.8666046857833862
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0.8666046857833862
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0.858946681022644
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