The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060)
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scientific article; zbMATH DE number 6705627
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| English | The scaling limit of superreplication prices with small transaction costs in the multivariate case |
scientific article; zbMATH DE number 6705627 |
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The scaling limit of superreplication prices with small transaction costs in the multivariate case (English)
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13 April 2017
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convolution
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probability measure
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Lie groups
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0.848520815372467
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0.8469080328941345
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0.8425682187080383
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0.8087292909622192
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0.8087292909622192
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