The super-replication theorem under proportional transaction costs revisited (Q475314)
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scientific article
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| English | The super-replication theorem under proportional transaction costs revisited |
scientific article |
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The super-replication theorem under proportional transaction costs revisited (English)
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26 November 2014
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portfolio optimization
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proportional transaction costs
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super-replication theorem
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duality theory of mathematical finance
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0.9720905
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0.9456848
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0.94111776
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0.9399125
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0.93380594
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0.92782974
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0.91605675
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