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~accessRights:"restricted"
~isPartOf:"Finance and stochastics"
~isPartOf:"The quarterly journal of finance"
~person:"Hobson, David G."
~person:"Kabanov, Jurij M."
~subject:"Transaction costs"
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Hobson, David G.
Kabanov, Jurij M.
Belak, Christoph
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Finance and stochastics
The quarterly journal of finance
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On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
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2
A multi-asset investment and consumption problem with transaction costs
Hobson, David G.
;
Tse, Alex S. L.
;
Zhu, Yeqi
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 641-676
Persistent link: https://www.econbiz.de/10012023758
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