Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs (Q1039118)
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scientific article; zbMATH DE number 5636596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs |
scientific article; zbMATH DE number 5636596 |
Statements
Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs (English)
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20 November 2009
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randomized stopping times
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American options
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transaction costs
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