On Super-Replication in Discrete Time under Transaction...

On Super-Replication in Discrete Time under Transaction Costs

Koehl, P. F., Pham, H., Touzi, N.
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Volume:
45
Language:
english
Journal:
Theory of Probability & Its Applications
DOI:
10.1137/s0040585x9797866x
Date:
January, 2001
File:
PDF, 134 KB
english, 2001
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