Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967)
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scientific article; zbMATH DE number 6618839
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| default for all languages | No label defined |
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| English | Super-replication with nonlinear transaction costs and volatility uncertainty |
scientific article; zbMATH DE number 6618839 |
Statements
Super-replication with nonlinear transaction costs and volatility uncertainty (English)
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23 August 2016
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super-replication
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hedging with friction
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volatility uncertainty
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limit theorems
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0.8769093751907349
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0.8641310334205627
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0.8548333048820496
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0.8545576333999634
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0.8496129512786865
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