26 citations · 71 across the 45 of their papers we have counts for
1 paper · 2 filters
Peter Bank, Yan Dolinsky, Ari-Pekka Perkkiö
Kusuoka [ Limit Theorem on Option Replication Cost with Transaction Costs, Ann. Appl. Probab. 5, 198--221, (1995).] showed how to obtain non-trivial scaling limits of superreplicat…