Super-replication under proportional transaction costs: From discrete to continuous-time models (Q1809500)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Super-replication under proportional transaction costs: From discrete to continuous-time models |
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Super-replication under proportional transaction costs: From discrete to continuous-time models (English)
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28 August 2000
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transaction costs
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hedging options
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continuous-time limit
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dynamic programming
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viscosity solutions
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