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Dictionary

Words, grammatical forms and meanings linked to the ontology.

superreplication en · NOUN

Pronunciation

Etymology

From super- + replication.

Meanings

  1. (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: