| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1890902 | Chaos, Solitons & Fractals | 2007 | 6 Pages |
Abstract
In a continuous-time market model, the wealth process have an arbitrage costs. we give a representation for the upper hedging prices hup of American contingent claims. Furthermore, we give some example of the arbitrage costs.
Related Topics
Physical Sciences and Engineering
Physics and Astronomy
Statistical and Nonlinear Physics
Authors
Wang Bo, Meng Qingxin,