The super-replication problem via probabilistic methods

Annals of Applied Probability

Volumn 13, Issue 2, 2003, Pages 742-773

  Jakubenas, Paulius ^a   Levental, Shlomo ^b   Ryznar, Michał ^c  

^a SORBONNE UNIVERSITÉ   (France)

^b MICHIGAN STATE UNIVERSITY   (United States)

^c WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Hedging options; Super replication; Transaction costs

Indexed keywords

EID: 26844444644     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/aoap/1050689602     Document Type: Article

References (12)

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