A super-replication theorem in Kabanov’s model of transaction costs

Luciano Campi () and Walter Schachermayer ()

Finance and Stochastics, 2006, vol. 10, issue 4, 579-596

Keywords: Proportional transaction costs; Foreign exchange markets; Efficient friction; Super-replication theorem; Primary 91B28; Secondary 60H30; Secondary 60G44; G10; G11; G13 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (44)

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DOI: 10.1007/s00780-006-0022-4

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