Pages that link to "Item:Q2022760"

The following pages link to On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs (Q2022760):

Displaying 3 items.

• The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
• Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
• The face-lifting theorem for proportional transaction costs in multiasset models (Q3061272) (← links)