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Search: subject:"Pathwise superhedging"
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Pathwise
superhedging
under proportional transaction costs
Kim, Mun-Chol
;
Ryom, Song-Chol
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 713-747
Persistent link: https://www.econbiz.de/10013438880
Saved in:
2
Duality for
pathwise
superhedging
in continuous time
Bartl, Daniel
;
Kupper, Michael
;
Prömel, David Johannes
; …
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 697-728
Persistent link: https://www.econbiz.de/10012023763
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