On Super-Replication in Discrete Time under Transaction Costs (Q4328512)
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scientific article; zbMATH DE number 1734165
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On Super-Replication in Discrete Time under Transaction Costs |
scientific article; zbMATH DE number 1734165 |
Statements
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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0.9016048908233644
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0.8792479038238525
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0.8754835724830627
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0.8744578957557678
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0.8686792254447937
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