A super-replication theorem in Kabanov’s model of transaction costs
| Year of publication: |
2006
|
|---|---|
| Authors: | Campi, Luciano ; Schachermayer, Walter |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 10.2006, 4, p. 579-596
|
| Publisher: |
Springer |
| Subject: | Proportional transaction costs | Foreign exchange markets | Efficient friction | Super-replication theorem | Primary 91B28 | Secondary 60H30 | Secondary 60G44 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613417