The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The scaling limit of superreplication prices with small transaction costs in the multivariate case |
scientific article |
Statements
The scaling limit of superreplication prices with small transaction costs in the multivariate case (English)
0 references
13 April 2017
0 references
convolution
0 references
probability measure
0 references
Lie groups
0 references
