superreplication en · NOUN
Pronunciation
- (US) audio
Etymology
From super- + replication.
Meanings
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(empty-gloss, no-gloss) (mathematics)
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.
2015, Peter Bank, Yan Dolinsky, Ari-Pekka Perkkiö, “The Scaling Limit of Superreplication Prices with Small Transaction Costs in the Multivariate Case”, in arXiv: