On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Crossref DOI link: https://doi.org/10.1007/s00780-020-00441-4
Published Online: 2020-12-30
Published Print: 2021-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Grépat, Julien
Kabanov, Yuri
Text and Data Mining valid from 2020-12-30
Version of Record valid from 2020-12-30
Article History
Received: 31 July 2019
Accepted: 26 August 2020
First Online: 30 December 2020