Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726)
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scientific article; zbMATH DE number 5148878
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| English | Explicit characterization of the super-replication strategy in financial markets with partial transaction costs |
scientific article; zbMATH DE number 5148878 |
Statements
Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (English)
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3 May 2007
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transaction costs
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hedging options
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viscosity solutions
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0.8988077044487
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0.8652063608169556
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0.8515269756317139
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0.8314627408981323
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0.8314627408981323
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