Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Robust super-resolution by minimizing a Gaussian-weighted L2 error normTuan Q. Pham, Lucas J. van Vliet, Klamer Schutte. Journal of Physics: Conference Series, 124(1), 2008. [doi] Super-replication under proportional transaction costs: From discrete to continuous-time modelsNizar Touzi. mmor, 50(2):297-320, 1999. [doi]
The following publications are possibly variants of this publication: