MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION (Q6119771)
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scientific article; zbMATH DE number 7806894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION |
scientific article; zbMATH DE number 7806894 |
Statements
MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION (English)
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20 February 2024
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model uncertainty
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model-free weak no-arbitrage
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transaction costs
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superhedging
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