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Results: 1-2 |
Results: 2
Super-replication with fixed transaction costs
Authors: Bank Peter Dolinsky Yan
Citation: Bank Peter et Dolinsky Yan, Super-replication with fixed transaction costs, Annals of applied probability , 29(2), 2019, pp. 739-757
Continuous-time duality for superreplication with transient price impact
Authors: Bank Peter Dolinsky Yan
Citation: Bank Peter et Dolinsky Yan, Continuous-time duality for superreplication with transient price impact, Annals of applied probability , 29(6), 2019, pp. 3893-3917
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