On the quasi-sure superhedging duality with frictions.
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| Title: | On the quasi-sure superhedging duality with frictions. |
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| Authors: | Bayraktar, Erhan1 (AUTHOR), Burzoni, Matteo2 (AUTHOR) matteo.burzoni@maths.ox.ac.uk |
| Source: | Finance & Stochastics. Jan2020, Vol. 24 Issue 1, p249-275. 27p. |
| Database: | Business Source Ultimate |
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| ISSN: | 09492984 |
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| DOI: | 10.1007/s00780-019-00411-5 |