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Explicit Solution to the Multivariate Super-Replication Problem under Transaction Costs

Explicit Solution to the Multivariate Super-Replication Problem under Transaction Costs

Bruno Bouchard and Nizar Touzi

期刊名称The Annals of Applied Probability
作者Bruno Bouchard and Nizar Touzi
卷第10卷
期第3期
印刷ISSN1050-5164
文件大小1834.20KB
发表时间2000-08
DOI10.2307/2667317
页码685-708

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