Limit theorem on option replication cost with transaction costs
type: Item
instance of: scholarly article
title: Limit theorem on option replication cost with transaction costs
zbMATH Open document ID: 0834.90049
author: Shigeo Kusuoka
published in: The Annals of Applied Probability
publication date: 1995-08-10T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60F99
zbMATH DE Number: 780988
zbMATH Keywords: option replication
zbMATH Keywords: discrete-time framework
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177004836
OpenAlex ID: W2029759782
DOI: 10.1214/AOAP/1177004836
description: scientific article; zbMATH DE number 780988