superreplication
nounEtymology From super- + replication.
1
Mathematics, Sciences 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: