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

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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
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  Data: AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS.
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  Data: <searchLink fieldCode="AR" term="%22LÖHNE%2C+ANDREAS%22">LÖHNE, ANDREAS</searchLink><relatesTo>1</relatesTo><i> andreas.loehne@mathematik.uni-halle.de</i><br /><searchLink fieldCode="AR" term="%22RUDLOFF%2C+BIRGIT%22">RUDLOFF, BIRGIT</searchLink><relatesTo>2</relatesTo><i> brudloff@princeton.edu</i>
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Theoretical+%26+Applied+Finance%22">International Journal of Theoretical & Applied Finance</searchLink>. Mar2014, Vol. 17 Issue 2, p1-33. 33p. 2 Charts, 3 Graphs.
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        Value: 10.1142/S0219024914500125
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      – Code: eng
        Text: English
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        PageCount: 33
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      – TitleFull: AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS.
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              Text: Mar2014
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