A super-replication theorem in Kabanov's model of transaction costs
Luciano Campi; Walter Schachermayer
| Year of publication: |
2006
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|---|---|
| Authors: | Campi, Luciano ; Schachermayer, Walter |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 10.2006, 4, p. 579-596
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| Subject: | Devisenmarkt | Foreign exchange market | Transaktionskosten | Transaction costs | Hedging | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003405654