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"Super-replication under proportional transaction costs: From discrete to ..."

Nizar Touzi (1999)

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DOI: 10.1007/S001860050099

access: closed

type: Journal Article

metadata version: 2020-03-03

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Nizar Touzi:
Super-replication under proportional transaction costs: From discrete to continuous-time models. Math. Methods Oper. Res. 50(2): 297-320 (1999)

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