Explicit solution to the multivariate super-replication problem under transaction costs

By Bruno Bouchard, Nizar Touzi. 2000

50 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/376a859d38df9fd6d71249ea0e8167cc0fe8fb3a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

  1. Johannes Muhle‐Karbe
  2. Jan Kallsen
  3. Walter Schachermayer
  4. Thomas Goll
  5. Alexander Schied
  6. Paolo Guasoni
  7. Gordan Zitkovic
  8. Peter Tankov

In Management Science and Operations Research

  1. Johannes Muhle‐Karbe
  2. Jan Kallsen
  3. Walter Schachermayer
  4. Thomas Goll
  5. Alexander Schied
  6. Paolo Guasoni
  7. Daniel Hernandez-Hernandez
  8. Gordan Zitkovic

Citations in the corpus