Pages that link to "Item:Q5876577"

The following pages link to A dynamic version of the super-replication theorem under proportional transaction costs (Q5876577):

Displaying 9 items.

• The super-replication theorem under proportional transaction costs revisited (Q475314) (← 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)
• Super-replication under proportional transaction costs: From discrete to continuous-time models (Q1809500) (← links)
• On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs (Q2022760) (← links)
• Pricing under dynamic risk measures (Q2278417) (← links)
• The face-lifting theorem for proportional transaction costs in multiasset models (Q3061272) (← links)
• (Q3154979) (← links)
• A note on super-replicating strategies (Q4698068) (← links)