Hedging in discrete time under transaction costs and continuous-time limit (Q4261295)

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scientific article; zbMATH DE number 1330852
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Hedging in discrete time under transaction costs and continuous-time limit
scientific article; zbMATH DE number 1330852

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    Hedging in discrete time under transaction costs and continuous-time limit (English)
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    14 June 2000
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    martingale
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    discrete-time financial market model
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    transaction costs
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    super-replication
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