• Media type: E-Article
  • Title: On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
  • Contributor: Grépat, Julien; Kabanov, Yuri
  • Published: Springer Science and Business Media LLC, 2021
  • Published in: Finance and Stochastics, 25 (2021) 1, Seite 167-187
  • Language: English
  • DOI: 10.1007/s00780-020-00441-4
  • ISSN: 0949-2984; 1432-1122
  • Keywords: Statistics, Probability and Uncertainty ; Finance ; Statistics and Probability
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