Model-free weak no-arbitrage and superhedging under transaction costs beyond efficient friction
Songchol Ryom and Inchol Ri
Year of publication: |
2023
|
---|---|
Authors: | Ryom, Songchol ; Ri, Inchol |
Subject: | Model uncertainty | model-free weak no-arbitrage | superhedging | transaction costs | Transaktionskosten | Transaction costs | Theorie | Theory | Hedging | Arbitrage Pricing | Arbitrage pricing | Arbitrage | Portfolio-Management | Portfolio selection |
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