Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434)
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scientific article; zbMATH DE number 7743087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Super‐replication with transaction costs under model uncertainty for continuous processes |
scientific article; zbMATH DE number 7743087 |
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Super‐replication with transaction costs under model uncertainty for continuous processes (English)
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28 September 2023
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super-replication
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martingale
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asset pricing
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model uncertainty
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transaction costs
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