Explicit characterization of the super-replication strategy in financial markets with partial transaction costs

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Publication:877726

DOI10.1016/j.spa.2006.09.010zbMath1151.91480arXivmath/0412247OpenAlexW3121385514MaRDI QIDQ877726

Bruno Bouchard, Imen Bentahar

Publication date: 3 May 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0412247




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