superreplication

English

Etymology

From super- +‎ replication.

Pronunciation

  • Audio (US):(file)

Noun

superreplication

  1. (mathematics) This term needs a definition. Please help out and add a definition, then remove the text {{rfdef}}.
    • 2015, Peter Bank, Yan Dolinsky, Ari-Pekka Perkkiö, “The Scaling Limit of Superreplication Prices with Small Transaction Costs in the Multivariate Case”, in arXiv‎[1]:
      Probab. 5, 198--221, (1995).] showed how to obtain non-trivial scaling limits of superreplication prices in discrete-time models of a single risky asset which is traded at properly scaled proportional transaction costs.
This article is issued from Wiktionary. The text is available under Creative Commons Attribution-Share Alike 4.0 unless otherwise noted. Additional terms may apply for the media files.