"A super-replication theorem in Kabanov's model of transaction costs."

Luciano Campi, Walter Schachermayer (2006)

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DOI: 10.1007/S00780-006-0022-4

access: closed

type: Journal Article

metadata version: 2020-07-22

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Luciano Campi, Walter Schachermayer:
A super-replication theorem in Kabanov's model of transaction costs. Finance Stochastics 10(4): 579-596 (2006)

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