Pathwise superhedging under proportional transaction costs (Q2675368)
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scientific article; zbMATH DE number 7591730
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pathwise superhedging under proportional transaction costs |
scientific article; zbMATH DE number 7591730 |
Statements
Pathwise superhedging under proportional transaction costs (English)
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23 September 2022
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model uncertainty
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pathwise superhedging
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proportional transaction costs
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strict no-arbitrage
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union of projective classes
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0.8615835309028625
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0.8587532639503479
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0.8440209031105042
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0.8439611792564392
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0.838448166847229
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