On the quasi-sure superhedging duality with frictions.
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| Title: | On the quasi-sure superhedging duality with frictions. |
|---|---|
| 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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| FullText | Links: – Type: pdflink Text: Availability: 1 |
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| Header | DbId: bsu DbLabel: Business Source Ultimate An: 140453284 AccessLevel: 2 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: On the quasi-sure superhedging duality with frictions. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Bayraktar%2C+Erhan%22">Bayraktar, Erhan</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Burzoni%2C+Matteo%22">Burzoni, Matteo</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> matteo.burzoni@maths.ox.ac.uk</i> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22Finance+%26+Stochastics%22">Finance & Stochastics</searchLink>. Jan2020, Vol. 24 Issue 1, p249-275. 27p. |
| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=140453284 |
| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1007/s00780-019-00411-5 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 27 StartPage: 249 Titles: – TitleFull: On the quasi-sure superhedging duality with frictions. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Bayraktar, Erhan – PersonEntity: Name: NameFull: Burzoni, Matteo IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 01 Text: Jan2020 Type: published Y: 2020 Identifiers: – Type: issn-print Value: 09492984 Numbering: – Type: volume Value: 24 – Type: issue Value: 1 Titles: – TitleFull: Finance & Stochastics Type: main |
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