Consistent price systems and face-lifting pricing under transaction costs (Q2426603)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent price systems and face-lifting pricing under transaction costs |
scientific article |
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Consistent price systems and face-lifting pricing under transaction costs (English)
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23 April 2008
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transaction costs
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superreplication
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fractional Brownian motion
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