AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS.

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Bibliographic Details
Title:	AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS.
Authors:	LÖHNE, ANDREAS¹ andreas.loehne@mathematik.uni-halle.de, RUDLOFF, BIRGIT² brudloff@princeton.edu
Source:	International Journal of Theoretical & Applied Finance. Mar2014, Vol. 17 Issue 2, p1-33. 33p. 2 Charts, 3 Graphs.
Database:	Mathematics Source

Description
ISSN:	02190249
DOI:	10.1142/S0219024914500125