Pages that link to "Item:Q3061272"
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The following pages link to The face-lifting theorem for proportional transaction costs in multiasset models (Q3061272):
Displaying 3 items.
- Hedging of game options with the presence of transaction costs (Q389062) (← links)
- The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)