Pages that link to "Item:Q877726"
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The following pages link to Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726):
Displaying 15 items.
- The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
- Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets (Q1007099) (← links)
- A closed-form solution to the problem of super-replication under transaction costs (Q1297907) (← links)
- Super-replication with fixed transaction costs (Q1737955) (← links)
- Super-replication under proportional transaction costs: From discrete to continuous-time models (Q1809500) (← links)
- Explicit solution to the multivariate super-replication problem under transaction costs. (Q1872495) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- On the super-replicating approach when trading a derivative is limited (Q3502189) (← links)
- THE LEAST COST SUPER REPLICATING PORTFOLIO IN THE BOYLE–VORST MODEL WITH TRANSACTION COSTS (Q3520393) (← links)
- (Q4673214) (← links)
- A note on super-replicating strategies (Q4698068) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
