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"A closed-form solution to the problem of super-replication under ..."

Jaksa Cvitanic, Huyên Pham, Nizar Touzi (1999)

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DOI: 10.1007/S007800050051

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jaksa Cvitanic, Huyên Pham, Nizar Touzi:
A closed-form solution to the problem of super-replication under transaction costs. Finance Stochastics 3(1): 35-54 (1999)

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