superreplication

English

Etymology

From super- +‎ replication.

Pronunciation

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Noun

superreplication

1. (mathematics) This term needs a definition. Please help out and add a definition, then remove the text {{rfdef}}.
   • 2015, Peter Bank, Yan Dolinsky, Ari-Pekka Perkkiö, “The Scaling Limit of Superreplication Prices with Small Transaction Costs in the Multivariate Case”, in arXiv‎:

     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.