The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The scaling limit of superreplication prices with small transaction costs in the multivariate case |
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The scaling limit of superreplication prices with small transaction costs in the multivariate case (English)
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13 April 2017
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convolution
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probability measure
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Lie groups
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