On Super-Replication in Discrete Time under Transaction Costs (Q4328512)

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scientific article; zbMATH DE number 1734165
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On Super-Replication in Discrete Time under Transaction Costs
scientific article; zbMATH DE number 1734165

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    On Super-Replication in Discrete Time under Transaction Costs (English)
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    25 April 2002
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    super-replication
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    dual representation
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    transaction costs
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