scientific article; zbMATH DE number 2050998

zbMATH Open1062.91038MaRDI QIDQ4453271FDOQ4453271

Authors: Miklós Rásonyi 

Publication date: 7 March 2004

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

Recommendations

• A super-replication theorem in Kabanov's model of transaction costs
• On the limit behavior of option hedging sets under transaction costs
• The super-replication theorem under proportional transaction costs revisited
• A dynamic version of the super-replication theorem under proportional transaction costs
• scientific article; zbMATH DE number 1897418

zbMATH Keywords

contingent claimprice process

Mathematics Subject Classification ID

Cited In (6)

• No free lunch under transaction costs for continuous processes
• A super-replication theorem in Kabanov's model of transaction costs
• Dual representation of superhedging costs in illiquid markets
• The fundamental theorem of asset pricing under transaction costs
• Hedging of American options under transaction costs
• Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4453271)