A closed-form solution to the problem of super-replication under transaction costs

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

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.