EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Sum of random convex cones"
Narrow search

Narrow search

Year of publication
Subject
All
Mathematical Finance 1 Sum of random convex cones 1 Transaction costs 1
Type of publication
All
Book / Working Paper 1
Language
All
Undetermined 1
Author
All
Bouchard, Bruno 1 Temam, Emmanuel 1
Institution
All
Université Paris-Dauphine (Paris IX) 1
Published in...
All
Economics Papers from University Paris Dauphine 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
On the Hedging of American Options in Discrete Time Markets with Proportional Transaction Costs
Temam, Emmanuel; Bouchard, Bruno - Université Paris-Dauphine (Paris IX) - 2005
In this note, we consider a general discrete time ¯nancial market with pro- portional transaction costs as in Kabanov and Stricker [4], Kabanov et al. [5], Kabanov et al. [6] and Schachermayer [10]. We provide a dual formulation for the set of initial endowments which allow to super-hedge some...
Persistent link: https://www.econbiz.de/10011073540
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...