Super-replication with transaction costs under model uncertainty for continuous processes
Year of publication: |
2022
|
---|---|
Authors: | Chau, Huy N. ; Fukasawa, Masaaki ; Rásonyi, Miklós |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 32.2022, 4, p. 1066-1085
|
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Risiko | Risk |
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