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~person:"Malamud, Semyon"
~person:"Touzi, Nizar"
~subject:"Portfoliomanagement"
~subject:"Transaction costs"
~type_genre:"Aufsatz in Zeitschrift"
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A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
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