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Guasoni, Paolo
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Guasoni, Paolo
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Open Access
Author
1
Blum, Benedikt Frank Korbinian
Subject
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Arbitrage
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arbitrage
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Financial mathematics
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Finanzmathematik
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Hedging
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hedging
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Lévy processes
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Lévy-Prozesse
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transaction costs
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Transaktionskosten
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Date issued
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2000 - 2026
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Thesis
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1
Blum, Benedikt Frank Korbinian
Superreplication and arbitrage in multiasset models under proportional transaction costs
Thesis
Hochschulschrift
2010
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