Super-replication under proportional transaction costs: From discrete to continuous-time models
type: Item
instance of: scholarly article
title: Super-replication under proportional transaction costs: From discrete to continuous-time models
zbMATH Open document ID: 0942.91049
author: Nizar Touzi
published in: Mathematical Methods of Operations Research
publication date: 2000-08-28T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 1370336
zbMATH Keywords: transaction costs
zbMATH Keywords: hedging options
zbMATH Keywords: continuous-time limit
zbMATH Keywords: dynamic programming
zbMATH Keywords: viscosity solutions
MaRDI profile type: Publication
full work available at URL: s001860050099
OpenAlex ID: W2078351801
DOI: 10.1007/S001860050099
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description: scientific article; zbMATH DE number 1370336