The scaling limit of superreplication prices with small transaction costs in the multivariate case
Crossref DOI link: https://doi.org/10.1007/s00780-016-0320-4
Published Online: 2016-12-02
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bank, Peter
Dolinsky, Yan
Perkkiƶ, Ari-Pekka
License valid from 2016-12-02