A super-replication theorem in Kabanov's model of transaction costs

Finance and Stochastics

Volumn 10, Issue 4, 2006, Pages 579-596

  Campi, Luciano ^a   Schachermayer, Walter ^a,b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

Efficient friction; Foreign exchange markets; Proportional transaction costs; Super replication theorem

Indexed keywords

EID: 33751174718     PISSN: 09492984     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00780-006-0022-4     Document Type: Article

References (19)

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