A closed-form solution to the problem of super-replication under transaction costs
| Year of publication: |
1999
|
|---|---|
| Authors: | Cvitanic, Jaksa ; Pham, Huyên ; Touzi, Nizar |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 3.1999, 1, p. 35-54
|