A dynamic version of the super-replication theorem under proportional transaction costs (Q5876577)
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scientific article; zbMATH DE number 7648500
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| English | A dynamic version of the super-replication theorem under proportional transaction costs |
scientific article; zbMATH DE number 7648500 |
Statements
A dynamic version of the super-replication theorem under proportional transaction costs (English)
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1 February 2023
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super-replication
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proportional transaction costs
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consistent price systems
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0.9139719605445862
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0.9044208526611328
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0.8636229634284973
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0.8560142517089844
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0.8560142517089844
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