The super-replication theorem under proportional transaction costs revisited
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11579-014-0129-x.pdf
Reference20 articles.
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3. Boucard, B., Mazliak, L.: A multideminsional bipolar theorem in $$L^0(\mathbb{R}^d; \Omega, \cal F, P)$$ L 0 ( R d ; Ω , F , P ) . Stoch. Process. Appl. 107, 213–231 (2003)
4. Campi, L., Schachermayer, W.: A super-replication theorem in Kabanov’s model of transaction costs. Financ. Stoch. 10(4), 579–596 (2006)
5. Delbaen, F., Schachermayer, W.: A general version of the fundamental theorem of asset pricing. Mathematische Ann. 300, 463–520 (1994)
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