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A note on super-replicating strategies - MaRDI portal

A note on super-replicating strategies (Q4698068)

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scientific article; zbMATH DE number 754841
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English
A note on super-replicating strategies
scientific article; zbMATH DE number 754841

    Statements

    title
    A note on super-replicating strategies (English)
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    author
    Mark H. A. Davis
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    J. M. C. Clark
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    publication date
    14 May 1995
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    zbMATH Keywords
    super-replicating portfolios
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    Black-Scholes option pricing
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    transaction costs
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    Identifiers

    zbMATH DE Number
    754841
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    OpenAlex ID
    W2085366146
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