Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967)
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scientific article; zbMATH DE number 6618839
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Super-replication with nonlinear transaction costs and volatility uncertainty |
scientific article; zbMATH DE number 6618839 |
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Super-replication with nonlinear transaction costs and volatility uncertainty (English)
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23 August 2016
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super-replication
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hedging with friction
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volatility uncertainty
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limit theorems
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