"Large liquidity expansion of super-hedging costs."

Dylan Possamaï, H. Mete Soner, Nizar Touzi (2012)

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DOI: 10.3233/ASY-2011-1089

access: closed

type: Journal Article

metadata version: 2020-09-06

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Dylan Possamaï, H. Mete Soner, Nizar Touzi:
Large liquidity expansion of super-hedging costs. Asymptot. Anal. 79(1-2): 45-64 (2012)

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