Pages that link to "Item:Q1737955"
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The following pages link to Super-replication with fixed transaction costs (Q1737955):
Displaying 13 items.
- Superreplication when trading at market indifference prices (Q261922) (← links)
- Duality and convergence for binomial markets with friction (Q354186) (← links)
- The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
- Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726) (← links)
- A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
- A closed-form solution to the problem of super-replication under transaction costs (Q1297907) (← links)
- Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints. (Q1877518) (← links)
- Scaling limits for super-replication with transient price impact (Q2174997) (← links)
- Market delay and \(G\)-expectations (Q2289806) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- Super-replication price: it can be ok (Q4615501) (← links)
- BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS (Q4645329) (← links)
- A dynamic version of the super-replication theorem under proportional transaction costs (Q5876577) (← links)
