Pages that link to "Item:Q522060"

The following pages link to The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060):

Displaying 8 items.

• Convergence of utility indifference prices to the superreplication price: the whole real line case (Q996718) (← links)
• Super-replication with fixed transaction costs (Q1737955) (← links)
• Limit theorem on option replication cost with transaction costs (Q1894626) (← links)
• Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
• On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs (Q2022760) (← links)
• Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
• Scaling limits for super-replication with transient price impact (Q2174997) (← links)
• Market delay and \(G\)-expectations (Q2289806) (← links)