Pathwise superhedging under proportional transaction costs (Q2675368)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise superhedging under proportional transaction costs |
scientific article |
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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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