The least cost super replicating portfolio in the Boyle-Vorst model with transaction costs

Chen, Guan-YuGuan-YuChenPalmer, KenKenPalmerSheu, Yuan-ChungYuan-ChungSheu2010-05-222018-06-282010-05-222018-06-282008http://ntur.lib.ntu.edu.tw//handle/246246/183933application/pdf186049 bytesapplication/pdfen-USThe least cost super replicating portfolio in the Boyle-Vorst model with transaction costsjournal articlehttp://ntur.lib.ntu.edu.tw/bitstream/246246/183933/1/03.pdf