The super-replication theorem under proportional transaction costs revisited
Walter Schachermayer
| Year of publication: |
2014
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|---|---|
| Authors: | Schachermayer, Walter |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 8.2014, 4, p. 383-398
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| Subject: | Portfolio optimization | Proportional transaction costs | Super-replication theorem | Duality theory of mathematical finance | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010490973