Consistent price systems and face-lifting pricing under transaction costs
type: Item
instance of: scholarly article
title: Consistent price systems and face-lifting pricing under transaction costs
zbMATH Open document ID: 1133.91422
DOI: 10.1214/07-AAP461
author: Paolo Guasoni
author: Miklós Rásonyi
author: Walter Schachermayer
published in: The Annals of Applied Probability
publication date: 2008-04-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/0803.4416
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60G99
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 5266801
zbMATH Keywords: transaction costs
zbMATH Keywords: superreplication
zbMATH Keywords: fractional Brownian motion
MaRDI profile type: Publication
arXiv ID: 0803.4416
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OpenAlex ID: W2028380720
description: scientific article