On super-replication in discrete time under transaction costs

Keyphrases

• Discrete-time 100%
• Transaction Costs 100%
• Super-replication 100%
• Discrete-time Model 50%
• Dual Representation 50%
• Proportional Transaction Costs 50%
• Hedging 50%
• Contingent Claims 50%
• Financing Strategy 50%
• Self-financing 50%
• Replication Cost 50%

Economics, Econometrics and Finance

• Transaction Costs 100%
• Finance 50%
• Self-Financing 50%

Psychology

• Dual Representation 100%