
Open access
Date
2013-07Type
- Journal Article
Permanent link
https://doi.org/10.3929/ethz-b-000040827Publication status
publishedExternal links
Journal / series
Finance and StochasticsVolume
Pages / Article No.
Publisher
SpringerSubject
Super-replication; Liquidity; Binomial model; Limit theorems; G-expectationOrganisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Notes
Received 15 June 2011, Accepted 27 February 2012, Published online 10 July 2012. It was possible to publish this article open access thanks to a Swiss National Licence with the publisherMore
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