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"The scaling limit of superreplication prices with small transaction costs ..."

Peter Bank, Yan Dolinsky, Ari-Pekka Perkkiö (2017)

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DOI: 10.1007/S00780-016-0320-4

access: closed

type: Journal Article

metadata version: 2022-10-02

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Peter Bank, Yan Dolinsky, Ari-Pekka Perkkiö:
The scaling limit of superreplication prices with small transaction costs in the multivariate case. Finance Stochastics 21(2): 487-508 (2017)

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