scientific article; zbMATH DE number 1286337

zbMATH Open0929.91033MaRDI QIDQ4242838FDOQ4242838

Authors: Shimeng Xu, Junchang Lin, Yuzhong Zhang 

Publication date: 10 January 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

martingale approachhedging contingent claims

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Cited In (4)

• The pricing of financial derivatives under transaction costs.
• Title not available (Why is that?)
• The writing price of a European contingent claim under proportional transaction costs
• Title not available (Why is that?)

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