Super-replication under proportional transaction costs : from discrete to continuous-time models
Nizar Touzi
| Year of publication: |
1999
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|---|---|
| Authors: | Touzi, Nizar |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 50.1999, 2, p. 297-320
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| Subject: | Hedging | Transaktionskosten | Transaction costs | Dynamische Optimierung | Dynamic programming | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Mathematical methods of operations research |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001428812